Mstc Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.99% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9168 | 11.30 | |
| 0.1651 | 14.43 | |
| 0.7700 | 71.22 | |
| -0.0276 | -1.21 |
Estimation Period:
Mar 29, 2019 to Feb 6, 2026
Mar 29, 2019 to Feb 6, 2026
News Impact Curve
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