Toa Road Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.33% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1101 | 19.49 | |
| 0.2303 | 34.60 | |
| 0.9540 | 378.86 | |
| -0.0098 | -1.96 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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