Thacker & Company Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.49% (-8.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5211 | 6.76 | |
| 0.2230 | 14.38 | |
| 0.7376 | 53.84 | |
| -0.0451 | -2.17 |
Estimation Period:
Nov 7, 2013 to Feb 6, 2026
Nov 7, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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