Mas Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.59% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1959 | 10.40 | |
| 0.0778 | 7.05 | |
| 0.8769 | 85.12 | |
| -0.0107 | -0.57 |
Estimation Period:
Apr 3, 2012 to Feb 6, 2026
Apr 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities