Sae Dong EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.47% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2360 | 21.21 | |
| 0.2810 | 29.02 | |
| 0.9194 | 223.49 | |
| 0.0490 | 5.93 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
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