TK Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.27% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8842 | 20.67 | |
| 0.2421 | 10.63 | |
| 0.5199 | 29.88 | |
| -0.0456 | -1.16 |
Estimation Period:
Dec 20, 2013 to Feb 6, 2026
Dec 20, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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