Tcfc Finance Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.49% (-4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5799 | 15.15 | |
| 0.1632 | 13.31 | |
| 0.7282 | 52.83 | |
| -0.0604 | -3.26 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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