TFF Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.30% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1670 | 17.20 | |
| 0.0954 | 13.19 | |
| 0.8313 | 133.33 | |
| 0.0461 | 3.84 |
Estimation Period:
Jan 28, 1999 to Feb 6, 2026
Jan 28, 1999 to Feb 6, 2026
News Impact Curve
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