Shangri-La Asia Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.41% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 19.66 | |
| 0.1804 | 42.71 | |
| 0.9783 | 769.07 | |
| -0.0038 | -0.75 |
Estimation Period:
Jun 17, 1993 to Feb 6, 2026
Jun 17, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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