Modern Engineering & Project GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.13% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 6.52 | |
| 0.0621 | 5.43 | |
| 0.9280 | 146.62 | |
| 0.0200 | 0.92 |
Estimation Period:
Jun 12, 2019 to Feb 6, 2026
Jun 12, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Modern Engineering & Project Analyses
Other GJR-GARCH Analyses on International Equities