Koken Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.79% (+6.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0794 | 19.58 | |
| 0.2466 | 22.01 | |
| 0.9750 | 775.07 | |
| 0.0631 | 7.80 |
Estimation Period:
Jan 25, 1995 to Feb 10, 2026
Jan 25, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities