Tian Tu Capital Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:67.72% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.36 | |
| 0.0630 | 1.65 | |
| 0.6658 | 15.16 | |
| 0.0143 | 0.14 |
Estimation Period:
Oct 6, 2023 to Feb 6, 2026
Oct 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Tian Tu Capital Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities