TFF Group AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.45% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1728 | 17.81 | |
| 0.1223 | 28.92 | |
| 0.8247 | 135.07 | |
| 0.0747 | 1.71 |
Estimation Period:
Jan 28, 1999 to Feb 6, 2026
Jan 28, 1999 to Feb 6, 2026
News Impact Curve
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