Tng Invt & Trading Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.50% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4034 | 16.33 | |
| 0.0853 | 15.24 | |
| 0.8639 | 184.20 | |
| 0.0215 | 2.26 |
Estimation Period:
Apr 16, 2009 to Feb 6, 2026
Apr 16, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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