MP Materials Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:83.15% (+3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1099 | 7.71 | |
| 0.0460 | 11.90 | |
| 0.9649 | 325.67 | |
| -0.0322 | -6.94 |
Estimation Period:
Apr 30, 2020 to Feb 6, 2026
Apr 30, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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