T.M.C. Industrial Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.62% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9271 | 3.73 | |
| 0.2821 | 3.77 | |
| 0.2967 | 3.33 | |
| -0.2237 | -0.31 | |
| 1.1729 | 1.19 | |
| -2.3322 | -5.07 | |
| 2.3423 | 4.94 | |
| -1.1643 | -2.48 | |
| 0.2879 | 0.55 | |
| -0.1677 | -0.26 | |
| -0.0224 | -0.03 | |
| 0.1016 | 0.21 | |
| -0.6630 | -1.02 |
Estimation Period:
Oct 26, 2012 to Feb 6, 2026
Oct 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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