Master Trust Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.62% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 6.26 | |
| 0.0103 | 5.87 | |
| 0.9843 | 522.15 | |
| 0.0062 | 2.63 |
Estimation Period:
Apr 25, 1995 to Feb 6, 2026
Apr 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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