TBC Bank Group PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.15% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1144 | 10.06 | |
| 0.1903 | 16.66 | |
| 0.9386 | 157.96 | |
| -0.0610 | -5.66 |
Estimation Period:
Aug 9, 2016 to Feb 6, 2026
Aug 9, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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