Marsh & McLennan Cos Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.43% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 13.66 | |
| 0.0364 | 19.84 | |
| 0.9068 | 439.96 | |
| 0.0754 | 13.40 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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