Truworths International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.30% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0716 | 13.08 | |
| 0.0277 | 13.93 | |
| 0.9468 | 411.49 | |
| 0.0226 | 4.90 |
Estimation Period:
May 11, 1998 to Feb 6, 2026
May 11, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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