Torm PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.26% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9079 | 5.81 | |
| 0.0038 | 0.32 | |
| 0.6206 | 13.31 | |
| 0.2049 | 3.13 |
Estimation Period:
Mar 19, 2025 to Feb 6, 2026
Mar 19, 2025 to Feb 6, 2026
News Impact Curve
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