Titan SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.50% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1680 | 10.60 | |
| 0.0547 | 7.87 | |
| 0.8488 | 91.14 | |
| 0.0905 | 4.88 |
Estimation Period:
Aug 22, 2018 to Feb 6, 2026
Aug 22, 2018 to Feb 6, 2026
News Impact Curve
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