CP System Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:54.47% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2885 | 7.83 | |
| 0.2707 | 14.61 | |
| 0.8920 | 38.92 | |
| -0.0957 | -2.96 |
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Mar 31, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CP System Co Ltd Analyses
Other EGARCH Analyses on International Equities