Tanfac Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.60% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0731 | 20.20 | |
| 0.1750 | 15.56 | |
| 0.7207 | 65.96 | |
| -0.0321 | -1.92 |
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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