Modern Mills Company GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:25.69% (+3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8317 | 6.87 | |
| 0.0929 | 3.65 | |
| 0.5310 | 8.73 | |
| 0.0356 | 0.67 |
Estimation Period:
Mar 27, 2024 to Feb 5, 2026
Mar 27, 2024 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Modern Mills Company Analyses
Other GJR-GARCH Analyses on International Equities