First Pacific Co Ltd/Hong Kong EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.50% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 19.35 | |
| 0.1781 | 41.92 | |
| 0.9804 | 889.67 | |
| -0.0230 | -5.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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