Strust Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.07% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0919 | 15.14 | |
| 0.2910 | 34.26 | |
| 0.9541 | 205.59 | |
| 0.0326 | 2.87 |
Estimation Period:
Nov 21, 2012 to Feb 6, 2026
Nov 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities