Tai Roun Products EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.85% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 28.48 | |
| 0.2491 | 46.48 | |
| 0.9615 | 766.13 | |
| 0.0428 | 7.74 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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