TMP Group SPA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:130.23% (+60.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9633 | 8.15 | |
| 0.2583 | 10.95 | |
| 0.6692 | 25.35 | |
| -0.2803 | -0.97 |
Estimation Period:
Feb 15, 2023 to Jan 9, 2026
Feb 15, 2023 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities