Toya Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.71% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2853 | 13.45 | |
| 0.0677 | 10.92 | |
| 0.8623 | 120.92 | |
| 0.0373 | 2.84 |
Estimation Period:
Sep 12, 2011 to Feb 6, 2026
Sep 12, 2011 to Feb 6, 2026
News Impact Curve
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