Modern Shares And Stockbroke GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.34% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1223 | 11.64 | |
| 0.1156 | 9.16 | |
| 0.8769 | 187.81 | |
| -0.0040 | -0.18 |
Estimation Period:
Nov 5, 2008 to Feb 6, 2026
Nov 5, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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