MONY Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.22% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1781 | 13.56 | |
| 0.0414 | 12.94 | |
| 0.9020 | 183.83 | |
| 0.0417 | 5.91 |
Estimation Period:
Jul 25, 2007 to Feb 6, 2026
Jul 25, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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