TP GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.03% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3405 | 20.99 | |
| 0.1227 | 35.49 | |
| 0.8507 | 200.45 |
Estimation Period:
Dec 27, 1994 to Feb 20, 2026
Dec 27, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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