MJL Bangladesh PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:29.50% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1118 | 13.58 | |
| 0.7686 | 47.50 | |
| -0.0769 | -6.88 | |
| 0.0751 | 0.82 | |
| 0.4315 | 1.53 | |
| 0.5685 | 2.14 |
Estimation Period:
Aug 10, 2011 to Feb 5, 2026
Aug 10, 2011 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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