Tracsis PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.28% (-7.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4450 | 15.87 | |
| 0.0937 | 14.66 | |
| 0.7408 | 71.42 | |
| 0.1767 | 7.78 |
Estimation Period:
Dec 3, 2007 to Feb 6, 2026
Dec 3, 2007 to Feb 6, 2026
News Impact Curve
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