MarketAxess Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.99% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 13.53 | |
| 0.0301 | 12.98 | |
| 0.9600 | 441.00 | |
| 0.0029 | 0.76 |
Estimation Period:
Nov 5, 2004 to Feb 13, 2026
Nov 5, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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