TCC Steel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:56.72% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8389 | 6.87 | |
| 0.1245 | 8.04 | |
| 0.8117 | 35.40 | |
| -0.0261 | -0.54 | |
| 0.0643 | 0.88 | |
| -0.1116 | -2.26 | |
| 0.0957 | 1.93 | |
| 0.0206 | 0.40 | |
| -0.1384 | -2.69 | |
| 0.2192 | 4.26 | |
| -0.1457 | -2.60 | |
| -0.0013 | -0.02 | |
| 0.0149 | 0.22 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities