Train Alliance AB GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.70% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1101 | 6.35 | |
| 0.0306 | 5.19 | |
| 0.9169 | 137.95 | |
| 0.0579 | 4.35 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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