Cathay Chemical AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.59% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 11.44 | |
| 0.1238 | 57.71 | |
| 0.8765 | 504.31 | |
| -0.3775 | -9.09 |
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Sep 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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