GTM Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.63% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 16.31 | |
| 0.1003 | 26.15 | |
| 0.8984 | 356.37 | |
| -0.0004 | -0.05 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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