Magontec Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:121.16% (+12.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 10.16 | |
| 0.0279 | 13.86 | |
| 0.9590 | 768.45 | |
| 0.0262 | 6.59 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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