Gtn Textiles Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:90.49% (+12.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6742 | 11.11 | |
| 0.0679 | 10.18 | |
| 0.8929 | 135.82 | |
| -0.0191 | -1.76 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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