TPS Eastern Africa Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.05% (+23.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3484 | 13.10 | |
| 0.1150 | 15.05 | |
| 0.8663 | 166.88 | |
| -0.0256 | -1.86 |
Estimation Period:
May 12, 1997 to Feb 13, 2026
May 12, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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