Truworths International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.82% (-5.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7757 | 8.14 | |
| 0.2593 | 5.48 | |
| 0.4389 | 8.74 | |
| -0.0030 | -0.03 |
Estimation Period:
Sep 27, 2024 to Feb 6, 2026
Sep 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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