TGS ASA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.76% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3032 | 19.28 | |
| 0.0416 | 14.35 | |
| 0.8916 | 231.81 | |
| 0.0703 | 10.23 |
Estimation Period:
Oct 30, 1997 to Feb 13, 2026
Oct 30, 1997 to Feb 13, 2026
News Impact Curve
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