Middle East Paper Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.37% (+4.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3948 | 17.15 | |
| 0.0620 | 8.97 | |
| 0.7916 | 88.06 | |
| 0.0656 | 4.86 |
Estimation Period:
May 1, 2015 to Feb 5, 2026
May 1, 2015 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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