Marshall Monteagle PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:101.59% (+12.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6238 | 12.45 | |
| 0.1490 | 9.77 | |
| 0.7621 | 69.17 | |
| 0.0427 | 1.39 |
Estimation Period:
Feb 23, 2011 to Dec 15, 2025
Feb 23, 2011 to Dec 15, 2025
News Impact Curve
Volatility Forecasts
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