Thomson Reuters Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.20% (-3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 16.45 | |
| 0.0426 | 16.03 | |
| 0.9132 | 338.72 | |
| 0.0500 | 6.94 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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