GTN Limited AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.80% (-5.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1205 | 13.72 | |
| 0.1637 | 16.27 | |
| 0.6754 | 39.42 | |
| 1.3139 | 5.24 |
Estimation Period:
Jun 1, 2016 to Feb 6, 2026
Jun 1, 2016 to Feb 6, 2026
News Impact Curve
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