Trufin PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.75% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 3.74 | |
| 0.0062 | 2.07 | |
| 0.9790 | 235.90 | |
| 0.0195 | 6.09 |
Estimation Period:
Feb 21, 2018 to Feb 6, 2026
Feb 21, 2018 to Feb 6, 2026
News Impact Curve
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