Momentum Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.10% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 6.92 | |
| 0.0233 | 7.36 | |
| 0.9565 | 242.78 | |
| 0.0144 | 3.05 |
Estimation Period:
Sep 28, 2001 to Feb 6, 2026
Sep 28, 2001 to Feb 6, 2026
News Impact Curve
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