TB Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.42% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2370 | 15.86 | |
| 0.1218 | 21.22 | |
| 0.7830 | 105.17 | |
| 0.0473 | 3.15 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
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