GTL Infrastructure Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:75.82% (-7.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9765 | 11.52 | |
| 0.1355 | 18.95 | |
| 0.7845 | 65.14 | |
| 0.0614 | 2.30 |
Estimation Period:
Jan 1, 2007 to Feb 13, 2026
Jan 1, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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