TSR Living Solution PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:97.07% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0783 | 8.34 | |
| 0.0413 | 9.11 | |
| 0.9563 | 431.75 | |
| -0.0005 | -0.05 |
Estimation Period:
Jun 19, 2014 to Feb 6, 2026
Jun 19, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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