Sewon Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.39% (+14.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2128 | 10.11 | |
| 0.3646 | 31.43 | |
| 0.8988 | 83.13 | |
| 0.0460 | 3.04 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities