Tree Island Steel Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.73% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2134 | 5.69 | |
| 0.1806 | 6.56 | |
| 0.5595 | 9.06 | |
| -0.1584 | -1.46 | |
| 0.3372 | 2.10 | |
| -0.3847 | -2.87 | |
| 0.1819 | 1.31 | |
| 0.0450 | 0.35 | |
| -0.0054 | -0.04 | |
| -0.0142 | -0.09 | |
| -0.0459 | -0.37 | |
| 0.0978 | 1.14 |
Estimation Period:
Nov 12, 2002 to Feb 6, 2026
Nov 12, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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