Monno Ceramic GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.20% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 15.27 | |
| 0.1017 | 18.06 | |
| 0.9013 | 282.72 | |
| -0.0061 | -0.65 |
Estimation Period:
Apr 19, 2002 to Feb 5, 2026
Apr 19, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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