Monte Carlo Fashions Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.54% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9340 | 11.88 | |
| 0.0790 | 9.37 | |
| 0.7629 | 49.63 | |
| 0.0109 | 0.68 |
Estimation Period:
Dec 19, 2014 to Feb 6, 2026
Dec 19, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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