Boryung EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.84% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0965 | 27.89 | |
| 0.2100 | 41.47 | |
| 0.9600 | 619.33 | |
| 0.0081 | 1.93 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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