TCC Steel EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.21% (-4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 23.67 | |
| 0.1996 | 34.78 | |
| 0.9761 | 814.07 | |
| 0.0127 | 2.76 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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