Mpc Muenchmeyer Petersen Cap GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.08% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1917 | 17.81 | |
| 0.0971 | 20.20 | |
| 0.8756 | 255.35 | |
| 0.0375 | 4.07 |
Estimation Period:
Nov 23, 2000 to Feb 6, 2026
Nov 23, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mpc Muenchmeyer Petersen Cap Analyses
Other GJR-GARCH Analyses on International Equities