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V-Lab

Tisco Financial Group PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.87% (-0.58%)
Analysis last updated: Friday, February 13, 2026 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tisco Financial Group PCL S0GARCH
paramt-stat
ω1.21236.08
α0.10986.54
β0.819626.50
γ10.04571.09
γ20.05710.91
γ3-0.2775-5.04
γ40.27433.99
γ5-0.1251-1.57
γ60.00250.04
γ70.05761.05
γ8-0.0388-0.64
γ9-0.0547-0.76
γ100.11792.00
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts