Truworths International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.32% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1189 | 8.00 | |
| 0.0276 | 8.84 | |
| 0.9468 | 239.16 | |
| 0.0086 | 1.72 |
Estimation Period:
Jun 10, 1998 to Feb 6, 2026
Jun 10, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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