TSR Living Solution PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:102.07% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8108 | 3.16 | |
| 0.0607 | 3.69 | |
| 0.8681 | 18.78 | |
| -0.0947 | -0.55 | |
| 0.2426 | 1.02 | |
| -0.1557 | -1.37 | |
| -0.0564 | -0.77 |
Estimation Period:
Jun 19, 2014 to Feb 6, 2026
Jun 19, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other TSR Living Solution PCL Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities