Yuen Foong YU Consumer Produ EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.26% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0652 | 10.18 | |
| 0.2633 | 14.72 | |
| 0.9419 | 227.35 | |
| 0.0976 | 6.67 |
Estimation Period:
Oct 27, 2020 to Feb 6, 2026
Oct 27, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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