Transpek Industry GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.18% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3818 | 5.14 | |
| 0.0672 | 10.81 | |
| 0.8954 | 144.00 | |
| 0.0181 | 1.37 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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