Mensch & Maschine Software GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.24% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0717 | 11.47 | |
| 0.0343 | 11.47 | |
| 0.9314 | 285.61 | |
| 0.0559 | 8.85 |
Estimation Period:
Jul 18, 1997 to Feb 6, 2026
Jul 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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