Micro-X Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.19% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9966 | 9.09 | |
| 0.0402 | 6.60 | |
| 0.8881 | 124.14 | |
| 0.0727 | 4.60 |
Estimation Period:
Dec 22, 2015 to Feb 6, 2026
Dec 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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