TSF Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.24% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7196 | 11.33 | |
| 0.1171 | 7.72 | |
| 0.8020 | 66.71 | |
| -0.0458 | -2.04 |
Estimation Period:
Mar 27, 2018 to Feb 6, 2026
Mar 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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