Trucap Finance Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.46% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6837 | 14.57 | |
| 0.1874 | 15.06 | |
| 0.7396 | 78.09 | |
| 0.0984 | 3.63 |
Estimation Period:
Feb 9, 2017 to Feb 6, 2026
Feb 9, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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