Huang Hsiang Construction EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.12%
decreased by 0.49%
1 Week
25.54%
increased by 0.93%
1 Month
30.65%
increased by 6.04%
Analysis last updated: Thursday, May 21, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0945 | 16.68 | |
| 0.2093 | 27.42 | |
| 0.9569 | 359.86 | |
| -0.0089 | -1.88 |
Estimation Period:
Jun 20, 2001 to May 15, 2026
Jun 20, 2001 to May 15, 2026
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