GTN Limited EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.91% (-7.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4283 | 15.72 | |
| 0.2871 | 20.15 | |
| 0.8503 | 91.77 | |
| -0.0760 | -6.16 |
Estimation Period:
Jun 1, 2016 to Feb 6, 2026
Jun 1, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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