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TQM Alpha PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.82% (-5.43%)
Analysis last updated: Sunday, February 8, 2026 at 02:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TQM Alpha PCL S0GARCH
paramt-stat
ω0.71116.31
α0.25412.00
β0.00000.00
γ1-3.0457-2.56
γ24.31082.16
γ3-4.2460-2.77
γ46.93685.40
γ5-7.0457-4.90
γ65.81363.70
γ7-5.7336-4.17
γ86.96945.44
γ9-7.6147-5.22
γ104.97123.76
Estimation Period:
Dec 20, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts