Magna Electro Castings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:83.99% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5137 | 13.11 | |
| 0.0807 | 10.97 | |
| 0.8818 | 152.75 | |
| -0.0269 | -2.50 |
Estimation Period:
Nov 5, 2008 to Feb 6, 2026
Nov 5, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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