Tcm Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.38% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0632 | 3.50 | |
| 0.1123 | 5.17 | |
| 0.8319 | 18.73 | |
| 0.2185 | 0.37 | |
| 0.1833 | 0.19 | |
| -2.0422 | -2.84 | |
| 4.0829 | 5.90 | |
| -4.2369 | -5.36 | |
| 3.0884 | 3.64 | |
| -2.0288 | -2.51 | |
| 0.6874 | 1.09 | |
| 0.2503 | 0.52 | |
| -0.4732 | -0.77 |
Estimation Period:
Feb 8, 2012 to Jan 30, 2026
Feb 8, 2012 to Jan 30, 2026
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