Toya SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.19% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7659 | 14.37 | |
| 0.2148 | 7.97 | |
| 0.6216 | 27.48 | |
| -0.0597 | -1.26 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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