Tcj Asia Pcl GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.40% (+5.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5296 | 16.36 | |
| 0.1997 | 18.84 | |
| 0.7966 | 94.57 |
Estimation Period:
May 13, 1996 to Jan 30, 2026
May 13, 1996 to Jan 30, 2026
News Impact Curve
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