TQM Alpha PCL GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.70% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3229 | 5.50 | |
| 0.0820 | 8.62 | |
| 0.8779 | 60.03 |
Estimation Period:
Dec 20, 2018 to Feb 6, 2026
Dec 20, 2018 to Feb 6, 2026
News Impact Curve
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