T.M.C. Industrial Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.13% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9840 | 14.66 | |
| 0.1915 | 9.45 | |
| 0.5966 | 32.38 | |
| 0.0484 | 1.42 |
Estimation Period:
Oct 26, 2012 to Feb 6, 2026
Oct 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other T.M.C. Industrial Pcl Analyses
Other GJR-GARCH Analyses on International Equities