Thomson Reuters Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:75.73% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 17.44 | |
| 0.0291 | 9.06 | |
| 0.8931 | 232.53 | |
| 0.0950 | 11.19 |
Estimation Period:
Jun 12, 2002 to Feb 6, 2026
Jun 12, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Thomson Reuters Corporation Analyses
Other GJR-GARCH Analyses on Equities