Tcm Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.94% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0709 | 3.51 | |
| 0.1126 | 5.18 | |
| 0.8316 | 18.78 | |
| 0.2474 | 0.41 | |
| 0.1291 | 0.14 | |
| -1.9858 | -2.78 | |
| 4.0162 | 5.87 | |
| -4.1711 | -5.30 | |
| 3.0398 | 3.57 | |
| -2.0074 | -2.49 | |
| 0.7107 | 1.14 | |
| 0.1422 | 0.34 | |
| -0.1604 | -0.59 |
Estimation Period:
Feb 8, 2012 to Jan 30, 2026
Feb 8, 2012 to Jan 30, 2026
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