GITI Tire Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.92% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1621 | 14.07 | |
| 0.1079 | 21.19 | |
| 0.8828 | 187.39 | |
| -0.0345 | -3.65 |
Estimation Period:
May 7, 1999 to Feb 6, 2026
May 7, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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