First Capital Securities Co., Ltd. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.25% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1070 | 14.97 | |
| 0.1995 | 14.73 | |
| 0.9491 | 266.22 | |
| 0.0111 | 1.25 |
Estimation Period:
May 11, 2016 to Feb 6, 2026
May 11, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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