TAC Infosec Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.96% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6123 | 12.54 | |
| 0.3323 | 11.12 | |
| 0.5732 | 24.75 | |
| -0.0031 | -0.07 |
Estimation Period:
Apr 5, 2024 to Feb 13, 2026
Apr 5, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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