Major Drilling Group International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.72% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1349 | 13.49 | |
| 0.0287 | 14.73 | |
| 0.9402 | 480.67 | |
| 0.0380 | 8.33 |
Estimation Period:
Mar 10, 1995 to Feb 6, 2026
Mar 10, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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