TCC Steel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:61.25% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8625 | 6.81 | |
| 0.1245 | 8.17 | |
| 0.8160 | 37.28 | |
| -0.0214 | -0.43 | |
| 0.0583 | 0.78 | |
| -0.1103 | -2.17 | |
| 0.0957 | 1.88 | |
| 0.0201 | 0.37 | |
| -0.1372 | -2.60 | |
| 0.2174 | 4.13 | |
| -0.1437 | -2.50 | |
| -0.0032 | -0.04 | |
| 0.0158 | 0.23 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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