T-Cap Securities JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.07% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6334 | 4.38 | |
| 0.2068 | 6.49 | |
| 0.5827 | 10.06 | |
| 0.0807 | 0.81 | |
| -0.3251 | -2.34 | |
| 0.4432 | 3.36 |
Estimation Period:
Jun 29, 2018 to Feb 6, 2026
Jun 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other T-Cap Securities JSC Analyses
Other Spline-GARCH Analyses on International Equities