Mirbud Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.23% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4451 | 14.32 | |
| 0.0571 | 12.29 | |
| 0.8600 | 125.55 | |
| 0.0366 | 2.64 |
Estimation Period:
Dec 29, 2008 to Feb 6, 2026
Dec 29, 2008 to Feb 6, 2026
News Impact Curve
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