TMP Group SPA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:713.68% (+632.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3102 | 9.15 | |
| 0.3234 | 13.15 | |
| 0.9097 | 87.63 | |
| 0.0604 | 3.03 |
Estimation Period:
Feb 15, 2023 to Jan 9, 2026
Feb 15, 2023 to Jan 9, 2026
News Impact Curve
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