Tipco Asphalt PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.44% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 14.21 | |
| 0.0460 | 18.83 | |
| 0.9396 | 424.79 | |
| 0.0226 | 4.66 |
Estimation Period:
Mar 5, 1991 to Feb 6, 2026
Mar 5, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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