THN Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:66.39% (-3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5098 | 25.86 | |
| 0.1824 | 24.17 | |
| 0.8251 | 201.19 | |
| -0.0637 | -5.84 |
Estimation Period:
Jul 31, 1996 to Feb 13, 2026
Jul 31, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities