TTBGROUP JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.4355 | 435,511.00 | |
| 0.4684 | 468,365.00 | |
| -0.2740 | -273,973.00 |
Estimation Period:
Jan 26, 2015 to May 30, 2025
Jan 26, 2015 to May 30, 2025
News Impact Curve
Volatility Forecasts
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