TCO Holdings JSC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.84% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6593 | 22.35 | |
| 0.1613 | 41.94 | |
| 0.7713 | 142.97 | |
| -0.2476 | -3.81 |
Estimation Period:
May 8, 2013 to Feb 6, 2026
May 8, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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