Mega P&C Advanced Materials EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.80% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2252 | 10.96 | |
| 0.2355 | 15.36 | |
| 0.8888 | 88.25 | |
| 0.0117 | 0.77 |
Estimation Period:
Nov 6, 2023 to Feb 6, 2026
Nov 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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