Tms Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:50.93% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7231 | 8.83 | |
| 0.2363 | 5.84 | |
| 0.5838 | 17.13 | |
| 0.1950 | 2.66 |
Estimation Period:
Nov 22, 2022 to Feb 13, 2026
Nov 22, 2022 to Feb 13, 2026
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