Pureun Savings Bank EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:43.95% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1801 | 17.57 | |
| 0.3538 | 38.81 | |
| 0.9257 | 195.63 | |
| 0.0470 | 6.47 |
Estimation Period:
Feb 8, 2001 to Feb 13, 2026
Feb 8, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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