Titan SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.55% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1973 | 9.90 | |
| 0.0439 | 6.61 | |
| 0.8719 | 116.50 | |
| 0.0703 | 4.43 |
Estimation Period:
Jul 23, 2019 to Feb 6, 2026
Jul 23, 2019 to Feb 6, 2026
News Impact Curve
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