TCC Steel GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:55.44% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 13.51 | |
| 0.0864 | 18.43 | |
| 0.9190 | 308.91 | |
| -0.0109 | -1.77 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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