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TCC Steel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:61.25% (-1.28%)
Analysis last updated: Sunday, February 15, 2026 at 01:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TCC Steel S0GARCH
paramt-stat
ω0.86256.81
α0.12458.17
β0.816037.28
γ1-0.0214-0.43
γ20.05830.78
γ3-0.1103-2.17
γ40.09571.88
γ50.02010.37
γ6-0.1372-2.60
γ70.21744.13
γ8-0.1437-2.50
γ9-0.0032-0.04
γ100.01580.23
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts