Mips Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.02% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 6.84 | |
| 0.0067 | 4.03 | |
| 0.9849 | 578.00 | |
| 0.0018 | 0.53 |
Estimation Period:
Mar 23, 2017 to Feb 6, 2026
Mar 23, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities