THN Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.98% (+3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5102 | 25.87 | |
| 0.1823 | 24.16 | |
| 0.8250 | 201.07 | |
| -0.0635 | -5.82 |
Estimation Period:
Jul 31, 1996 to Feb 6, 2026
Jul 31, 1996 to Feb 6, 2026
News Impact Curve
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