Morgan Advanced Materials PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.11% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 7.25 | |
| 0.0046 | 4.79 | |
| 0.9707 | 997.66 | |
| 0.0472 | 24.04 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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