TP GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.18% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3405 | 20.96 | |
| 0.1231 | 35.50 | |
| 0.8503 | 199.84 |
Estimation Period:
Dec 27, 1994 to Feb 13, 2026
Dec 27, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities