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V-Lab

T.M.C. Industrial Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.62% (-1.05%)
Analysis last updated: Sunday, February 8, 2026 at 04:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of T.M.C. Industrial Pcl SGARCH
paramt-stat
ω0.92713.73
α0.28213.77
β0.29673.33
γ1-0.2237-0.31
γ21.17291.19
γ3-2.3322-5.07
γ42.34234.94
γ5-1.1643-2.48
γ60.28790.55
γ7-0.1677-0.26
γ8-0.0224-0.03
γ90.10160.21
γ10-0.6630-1.02
Estimation Period:
Oct 26, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts