THN Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:60.71% (-3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5100 | 25.86 | |
| 0.1823 | 24.16 | |
| 0.8251 | 201.14 | |
| -0.0636 | -5.84 |
Estimation Period:
Jul 31, 1996 to Feb 20, 2026
Jul 31, 1996 to Feb 20, 2026
News Impact Curve
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