Mmtc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.04% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1630 | 21.60 | |
| 0.2147 | 13.43 | |
| 0.6056 | 53.15 | |
| -0.0116 | -0.49 |
Estimation Period:
Apr 24, 2007 to Feb 6, 2026
Apr 24, 2007 to Feb 6, 2026
News Impact Curve
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