Chih Lien Industri EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.56% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1048 | 23.51 | |
| 0.2242 | 46.54 | |
| 0.9534 | 451.19 | |
| 0.0138 | 4.13 |
Estimation Period:
Feb 7, 1996 to Feb 6, 2026
Feb 7, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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