Tai Roun Products GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.47% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 22.01 | |
| 0.1538 | 24.77 | |
| 0.8697 | 332.60 | |
| -0.0472 | -5.20 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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