Tgi Infrastructures Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:30.90% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1190 | 11.14 | |
| 0.7184 | 29.97 | |
| -0.0625 | -5.09 | |
| 0.2175 | 0.53 | |
| 0.0606 | 0.62 | |
| 0.9172 | 6.54 |
Estimation Period:
Mar 1, 2006 to Feb 6, 2026
Mar 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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