Choong Ang Vaccine Lab EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.96% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1717 | 16.53 | |
| 0.4615 | 26.86 | |
| 0.9380 | 254.19 | |
| 0.0234 | 2.47 |
Estimation Period:
Oct 19, 2005 to Feb 6, 2026
Oct 19, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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