Transaction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.22% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1085 | 9.45 | |
| 0.0741 | 12.24 | |
| 0.9374 | 293.57 | |
| -0.0473 | -6.24 |
Estimation Period:
Oct 12, 2010 to Feb 10, 2026
Oct 12, 2010 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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