TCC Steel GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:59.37% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 13.51 | |
| 0.0864 | 18.43 | |
| 0.9190 | 309.02 | |
| -0.0109 | -1.78 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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