Metgasco Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:136.75% (-3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5963 | 12.29 | |
| 0.0396 | 7.72 | |
| 0.9455 | 303.25 | |
| 0.0015 | 0.24 |
Estimation Period:
Dec 23, 2004 to Jan 30, 2026
Dec 23, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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