TCC Steel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:67.01% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8573 | 6.77 | |
| 0.1250 | 8.18 | |
| 0.8152 | 37.12 | |
| -0.0233 | -0.47 | |
| 0.0609 | 0.81 | |
| -0.1112 | -2.19 | |
| 0.0953 | 1.87 | |
| 0.0221 | 0.41 | |
| -0.1399 | -2.65 | |
| 0.2191 | 4.16 | |
| -0.1437 | -2.46 | |
| -0.0028 | -0.03 | |
| 0.0144 | 0.21 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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