Tcj Asia Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.67% (+4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5326 | 2.46 | |
| 0.2046 | 5.43 | |
| 0.7237 | 20.24 | |
| -0.1699 | -2.78 | |
| 0.2154 | 2.44 | |
| -0.0856 | -1.57 | |
| 0.0883 | 1.83 | |
| -0.0756 | -1.74 | |
| 0.0974 | 1.33 |
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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