Tcj Asia Pcl AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.14% (-4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6960 | 25.48 | |
| 0.2525 | 29.26 | |
| 0.7485 | 136.93 | |
| -0.1061 | -1.16 |
Estimation Period:
May 13, 1996 to Jan 30, 2026
May 13, 1996 to Jan 30, 2026
News Impact Curve
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