Monno Fabrics GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:36.77% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0561 | 6.31 | |
| 0.1338 | 4.69 | |
| 0.8899 | 191.30 | |
| -0.0474 | -0.99 |
Estimation Period:
Aug 29, 2003 to Feb 5, 2026
Aug 29, 2003 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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