Toc Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.52% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3205 | 22.83 | |
| 0.0772 | 22.64 | |
| 0.8444 | 190.32 | |
| 0.0559 | 5.76 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities