Middlesex Water Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.61% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1477 | 28.19 | |
| 0.1195 | 17.19 | |
| 0.8468 | 233.03 | |
| 0.0093 | 0.83 |
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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