GTN Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:55.27% (-5.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6366 | 18.38 | |
| 0.1092 | 7.02 | |
| 0.6522 | 41.71 | |
| 0.1344 | 2.85 |
Estimation Period:
Jun 1, 2016 to Feb 6, 2026
Jun 1, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities