Murae Organisor Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:86.21% (-7.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8369 | 8.32 | |
| 0.2364 | 12.63 | |
| 0.7266 | 41.10 | |
| -0.0354 | -0.94 |
Estimation Period:
Jul 4, 2019 to Feb 6, 2026
Jul 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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