TYM Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:68.75% (-4.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3360 | 15.10 | |
| 0.1208 | 23.53 | |
| 0.8583 | 187.11 | |
| 0.0179 | 1.76 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities