Samt Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.88% (-5.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4882 | 5.95 | |
| 0.3657 | 27.87 | |
| 0.7873 | 20.37 | |
| -0.0111 | -1.03 |
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