Mons Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.55% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3294 | 8.87 | |
| 0.0778 | 8.01 | |
| 0.8428 | 106.55 | |
| 0.0524 | 3.16 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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