Lien Chang Electronic AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.94% (-6.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5656 | 35.97 | |
| 0.1337 | 60.61 | |
| 0.7859 | 314.85 | |
| 0.0502 | 0.87 |
Estimation Period:
May 23, 2001 to Feb 6, 2026
May 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Lien Chang Electronic Analyses
Other AGARCH Analyses on International Equities