TEA Smallholders Factories GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.96% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9979 | 14.69 | |
| 0.0682 | 9.23 | |
| 0.8602 | 134.41 | |
| 0.0268 | 1.84 |
Estimation Period:
Jun 24, 1997 to Feb 6, 2026
Jun 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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