Mhc Joint Stock Company GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.18% (-4.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7279 | 14.19 | |
| 0.1735 | 17.77 | |
| 0.7676 | 116.45 | |
| -0.0249 | -1.52 |
Estimation Period:
Mar 19, 2007 to Feb 6, 2026
Mar 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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