Momentum Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.54% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2162 | 18.88 | |
| 0.0905 | 15.39 | |
| 0.8414 | 159.33 | |
| 0.0311 | 3.15 |
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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