Tipco Asphalt PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.50% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 28.51 | |
| 0.1645 | 39.66 | |
| 0.9833 | 1,332.43 | |
| -0.0136 | -3.55 |
Estimation Period:
Mar 5, 1991 to Feb 13, 2026
Mar 5, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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