Tcj Asia Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.00% (+5.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5528 | 2.38 | |
| 0.2154 | 5.31 | |
| 0.7185 | 20.72 | |
| -0.1661 | -2.74 | |
| 0.2078 | 2.36 | |
| -0.0766 | -1.40 | |
| 0.0726 | 1.51 | |
| -0.0401 | -0.98 | |
| -0.0028 | -0.10 |
Estimation Period:
May 13, 1996 to Jan 30, 2026
May 13, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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