TFF Group GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.82% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1711 | 18.03 | |
| 0.1221 | 28.80 | |
| 0.8260 | 134.35 |
Estimation Period:
Jan 28, 1999 to Feb 13, 2026
Jan 28, 1999 to Feb 13, 2026
News Impact Curve
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