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V-Lab

TCC Steel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:56.72% (-2.47%)
Analysis last updated: Saturday, February 21, 2026 at 10:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TCC Steel S0GARCH
paramt-stat
ω0.83896.87
α0.12458.04
β0.811735.40
γ1-0.0261-0.54
γ20.06430.88
γ3-0.1116-2.26
γ40.09571.93
γ50.02060.40
γ6-0.1384-2.69
γ70.21924.26
γ8-0.1457-2.60
γ9-0.0013-0.02
γ100.01490.22
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts