Tcj Asia Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.73% (+4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5146 | 16.34 | |
| 0.1717 | 15.77 | |
| 0.8007 | 98.15 | |
| 0.0476 | 2.72 |
Estimation Period:
May 13, 1996 to Jan 30, 2026
May 13, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities