Teekay Corporation Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.78% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1777 | 10.88 | |
| 0.0361 | 9.53 | |
| 0.9141 | 211.74 | |
| 0.0820 | 8.53 |
Estimation Period:
Nov 6, 2009 to Feb 13, 2026
Nov 6, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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