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T.M.C. Industrial Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.46% (-0.70%)
Analysis last updated: Sunday, February 8, 2026 at 04:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of T.M.C. Industrial Pcl S0GARCH
paramt-stat
ω0.94393.76
α0.28633.75
β0.29443.28
γ1-0.1715-0.24
γ21.08471.10
γ3-2.2666-4.92
γ42.29144.80
γ5-1.1343-2.40
γ60.29290.56
γ7-0.2463-0.38
γ80.22900.32
γ9-0.4942-0.85
γ100.74622.37
Estimation Period:
Oct 26, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts