Cathay Chemical EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.84% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 24.27 | |
| 0.1949 | 41.90 | |
| 0.9773 | 963.78 | |
| 0.0279 | 6.20 |
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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