Met Extra Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.03% (-4.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4901 | 19.11 | |
| 0.1578 | 15.35 | |
| 0.7465 | 81.60 | |
| 0.0467 | 2.60 |
Estimation Period:
Jul 17, 1991 to Feb 6, 2026
Jul 17, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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