Monnari Trade Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.93% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0818 | 8.47 | |
| 0.0459 | 11.49 | |
| 0.9437 | 338.86 | |
| 0.0121 | 1.40 |
Estimation Period:
Feb 13, 2007 to Feb 6, 2026
Feb 13, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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