Truetide PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:59.84% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7370 | 9.45 | |
| 0.1560 | 8.88 | |
| 0.8286 | 74.70 | |
| -0.0276 | -0.98 |
Estimation Period:
Mar 30, 2007 to Feb 6, 2026
Mar 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities