Tracsis PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.98% (-15.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9364 | 10.23 | |
| 0.1614 | 6.09 | |
| 0.5535 | 27.55 | |
| 0.4321 | 5.58 |
Estimation Period:
Mar 25, 2024 to Feb 13, 2026
Mar 25, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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