Mpact Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.74% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3868 | 15.87 | |
| 0.1431 | 12.51 | |
| 0.7800 | 83.32 | |
| 0.0352 | 1.63 |
Estimation Period:
Jul 11, 2011 to Feb 6, 2026
Jul 11, 2011 to Feb 6, 2026
News Impact Curve
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