TCO Holdings JSC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.40% (+14.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1491 | 19.13 | |
| 0.7265 | 39.18 | |
| -0.0119 | -1.34 | |
| 3.7011 | 2.48 | |
| 0.6013 | 5.67 | |
| 0.0000 | 0.00 |
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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