AUCMA Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.88% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0794 | 22.74 | |
| 0.2335 | 43.48 | |
| 0.9683 | 621.49 | |
| 0.0152 | 2.41 |
Estimation Period:
Jan 1, 2001 to Feb 6, 2026
Jan 1, 2001 to Feb 6, 2026
News Impact Curve
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