Photon Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.38% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1009 | 7.73 | |
| 0.1449 | 6.67 | |
| 0.9695 | 223.14 | |
| 0.0095 | 0.85 |
Estimation Period:
Dec 24, 2014 to Feb 6, 2026
Dec 24, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities