Methanex Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.17% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0654 | 13.94 | |
| 0.0211 | 16.64 | |
| 0.9481 | 648.96 | |
| 0.0454 | 12.22 |
Estimation Period:
May 19, 1992 to Feb 6, 2026
May 19, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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