Tsec Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.77% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8406 | 16.07 | |
| 0.1629 | 10.46 | |
| 0.7370 | 77.72 | |
| 0.0101 | 0.40 |
Estimation Period:
Sep 19, 2014 to Feb 6, 2026
Sep 19, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities