T-Corp Asset Management JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.41% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6174 | 4.56 | |
| 0.2900 | 7.00 | |
| 0.4416 | 7.16 | |
| -0.2301 | -3.01 | |
| 0.4687 | 4.32 | |
| -0.4431 | -5.48 | |
| 0.2083 | 2.00 |
Estimation Period:
Sep 23, 2014 to Feb 6, 2026
Sep 23, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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