MCAN Mortgage Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.04% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0650 | 16.72 | |
| 0.0986 | 18.02 | |
| 0.8591 | 202.66 | |
| 0.0566 | 5.76 |
Estimation Period:
Feb 14, 1992 to Feb 6, 2026
Feb 14, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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