Transpek Industry GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.13% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4083 | 5.76 | |
| 0.0805 | 30.22 | |
| 0.8888 | 143.73 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Transpek Industry Analyses
Other GARCH Analyses on International Equities