TI Fluid Systems plc GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6081 | 9.74 | |
| 0.0360 | 5.02 | |
| 0.8388 | 76.91 | |
| 0.0893 | 5.06 |
Estimation Period:
Oct 24, 2017 to Apr 17, 2025
Oct 24, 2017 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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