Memscap SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.73% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 6.71 | |
| 0.0092 | 6.79 | |
| 0.9777 | 534.87 | |
| 0.0232 | 7.68 |
Estimation Period:
Mar 1, 2001 to Feb 6, 2026
Mar 1, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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