T-Corp Asset Management JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.16% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5268 | 18.89 | |
| 0.1652 | 19.18 | |
| 0.7682 | 103.12 | |
| 0.0035 | 0.27 |
Estimation Period:
Sep 23, 2014 to Feb 6, 2026
Sep 23, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other T-Corp Asset Management JSC Analyses
Other GJR-GARCH Analyses on International Equities