TBC Bank Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.12% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5742 | 6.21 | |
| 0.0930 | 11.84 | |
| 0.9272 | 72.53 | |
| 3.9796 | 4.83 |
Estimation Period:
Aug 9, 2016 to Feb 6, 2026
Aug 9, 2016 to Feb 6, 2026
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