TKH Group NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.24% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1612 | 19.46 | |
| 0.0588 | 15.53 | |
| 0.8601 | 203.38 | |
| 0.0823 | 9.58 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts