Transjamaican Highway Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.33% (-5.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4388 | 9.16 | |
| 0.1584 | 8.89 | |
| 0.7796 | 51.50 | |
| -0.0480 | -1.74 |
Estimation Period:
Mar 26, 2020 to Feb 6, 2026
Mar 26, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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