TBC Bank Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.03% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4151 | 10.95 | |
| 0.0527 | 6.18 | |
| 0.8289 | 66.68 | |
| 0.0866 | 5.21 |
Estimation Period:
Aug 9, 2016 to Feb 6, 2026
Aug 9, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other TBC Bank Group PLC Analyses
Other GJR-GARCH Analyses on International Equities