MS INTERNATIONAL PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.40% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1373 | 9.54 | |
| 0.0283 | 7.36 | |
| 0.9393 | 206.52 | |
| 0.0256 | 3.37 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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