Tiger Alpha PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:116.95% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 3.55 | |
| 0.0025 | 1.77 | |
| 0.9886 | 597.73 | |
| 0.0173 | 6.02 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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