Theraclion Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:80.25% (-6.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7189 | 13.97 | |
| 0.1280 | 9.27 | |
| 0.8317 | 115.18 | |
| 0.0190 | 0.86 |
Estimation Period:
Aug 15, 2014 to Feb 13, 2026
Aug 15, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Theraclion Sa Analyses
Other GJR-GARCH Analyses on International Equities