Taya Investment Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.60% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0619 | 8.83 | |
| 0.0173 | 5.86 | |
| 0.9506 | 267.11 | |
| 0.0271 | 4.32 |
Estimation Period:
May 2, 2011 to Feb 6, 2026
May 2, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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