Mfo Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.11% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7084 | 10.59 | |
| 0.0529 | 8.23 | |
| 0.8086 | 55.96 | |
| 0.0809 | 4.38 |
Estimation Period:
Jan 10, 2014 to Feb 6, 2026
Jan 10, 2014 to Feb 6, 2026
News Impact Curve
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