J-Yuan Trust Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.97% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1222 | 23.90 | |
| 0.2309 | 25.27 | |
| 0.9519 | 463.21 | |
| -0.0043 | -0.93 |
Estimation Period:
Jan 28, 1994 to Feb 6, 2026
Jan 28, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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