Thomson Reuters Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:63.08% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 16.52 | |
| 0.0424 | 16.06 | |
| 0.9141 | 343.52 | |
| 0.0487 | 6.95 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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