TCC Steel MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:51.68% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1699 | 29.20 | |
| 0.6551 | 55.11 | |
| -0.0142 | -1.60 | |
| 0.0191 | 2.67 | |
| 0.0325 | 5.73 | |
| 0.9667 | 166.05 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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