Tower Investments SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:33.95% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2461 | 18.37 | |
| 0.2754 | 13.74 | |
| 0.7272 | 76.93 | |
| -0.0994 | -3.45 |
Estimation Period:
Jul 12, 2016 to May 30, 2025
Jul 12, 2016 to May 30, 2025
News Impact Curve
Volatility Forecasts
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