Merko Ehitus As GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.99% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0987 | 9.93 | |
| 0.1157 | 9.78 | |
| 0.8549 | 101.27 | |
| -0.0050 | -0.36 |
Estimation Period:
Aug 13, 2008 to Feb 6, 2026
Aug 13, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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