Taiga Building Products Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.53% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2077 | 10.82 | |
| 0.0725 | 14.03 | |
| 0.9182 | 265.22 | |
| -0.0075 | -0.67 |
Estimation Period:
May 4, 2006 to Feb 6, 2026
May 4, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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