Tgi Infrastructures Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:34.08% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0563 | 7.21 | |
| 0.0195 | 8.81 | |
| 0.9742 | 503.73 | |
| 0.0014 | 0.41 |
Estimation Period:
Mar 1, 2006 to Feb 6, 2026
Mar 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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