Tf Bank Ab EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.01% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 4.33 | |
| 0.0413 | 5.21 | |
| 0.9735 | 207.66 | |
| -0.0299 | -4.79 |
Estimation Period:
Oct 25, 2021 to Feb 6, 2026
Oct 25, 2021 to Feb 6, 2026
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