Tay Two Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.79% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1096 | 14.57 | |
| 0.1047 | 12.66 | |
| 0.8821 | 198.46 | |
| 0.0263 | 1.84 |
Estimation Period:
Dec 5, 2000 to Feb 10, 2026
Dec 5, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Tay Two Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities