Morguard Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.24% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 12.36 | |
| 0.0441 | 10.01 | |
| 0.9421 | 415.59 | |
| 0.0153 | 1.88 |
Estimation Period:
Jan 9, 1990 to Feb 6, 2026
Jan 9, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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