Mountain Province Diamonds Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:165.75% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 7.24 | |
| 0.0104 | 10.29 | |
| 0.9660 | 735.75 | |
| 0.0472 | 16.62 |
Estimation Period:
May 1, 1996 to Feb 6, 2026
May 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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