SIMPAC Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.10% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 27.18 | |
| 0.1599 | 39.52 | |
| 0.9869 | 1,725.31 | |
| -0.0069 | -2.22 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities