TQM Alpha PCL AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.26% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8343 | 6.80 | |
| 0.1513 | 7.58 | |
| 0.7410 | 23.23 | |
| -0.3621 | -2.58 |
Estimation Period:
Dec 20, 2018 to Feb 6, 2026
Dec 20, 2018 to Feb 6, 2026
News Impact Curve
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