Modern Steels Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.11% (-4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 9.58 | |
| 0.1185 | 11.40 | |
| 0.8603 | 220.65 | |
| 0.0424 | 1.94 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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