Skip to main content
V-Lab

Tisco Financial Group PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.96% (-0.50%)
Analysis last updated: Sunday, February 8, 2026 at 03:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tisco Financial Group PCL SGARCH
paramt-stat
ω1.19996.14
α0.11136.35
β0.815726.16
γ10.03070.74
γ20.08771.42
γ3-0.3105-5.74
γ40.30574.55
γ5-0.1472-1.90
γ60.01500.22
γ70.04800.88
γ8-0.0229-0.37
γ9-0.0900-1.04
γ100.21071.46
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts