Mpc Container Ships Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.48% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1273 | 11.95 | |
| 0.1008 | 11.68 | |
| 0.9028 | 230.66 | |
| -0.0181 | -1.54 |
Estimation Period:
Apr 28, 2017 to Jan 30, 2026
Apr 28, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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