Titas Gas Transmission GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:30.11% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 6.05 | |
| 0.1089 | 16.95 | |
| 0.8973 | 236.08 | |
| -0.0124 | -1.20 |
Estimation Period:
Jul 11, 2008 to Feb 5, 2026
Jul 11, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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