TBC Bank Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.50% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9292 | 2.41 | |
| 0.0358 | 0.82 | |
| 0.7950 | 9.93 | |
| 3.5961 | 0.34 |
Estimation Period:
Dec 29, 2023 to Feb 6, 2026
Dec 29, 2023 to Feb 6, 2026
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