Mendelson Infrastructures GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:34.86% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2998 | 9.53 | |
| 0.0647 | 8.43 | |
| 0.8358 | 87.17 | |
| 0.0390 | 2.57 |
Estimation Period:
Aug 8, 2013 to Feb 6, 2026
Aug 8, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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