Mps Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.64% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6278 | 19.90 | |
| 0.1346 | 17.54 | |
| 0.8096 | 124.51 | |
| -0.0282 | -2.83 |
Estimation Period:
Mar 10, 2003 to Feb 6, 2026
Mar 10, 2003 to Feb 6, 2026
News Impact Curve
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