Thirdeye Systems Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:207.69% (-18.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9276 | 12.21 | |
| 0.1307 | 11.97 | |
| 0.8270 | 112.63 | |
| -0.0044 | -0.22 |
Estimation Period:
May 5, 2011 to Feb 6, 2026
May 5, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Thirdeye Systems Ltd Analyses
Other GJR-GARCH Analyses on International Equities