Metro Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.99% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 17.58 | |
| 0.0650 | 18.01 | |
| 0.8876 | 235.55 | |
| 0.0276 | 4.07 |
Estimation Period:
Jan 19, 1993 to Feb 6, 2026
Jan 19, 1993 to Feb 6, 2026
News Impact Curve
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