TIM S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.91% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1774 | 14.45 | |
| 0.0642 | 20.19 | |
| 0.9008 | 235.74 | |
| 0.0341 | 4.00 |
Estimation Period:
Nov 16, 1998 to Feb 6, 2026
Nov 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts