Pou Chen AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.70% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1437 | 14.36 | |
| 0.1112 | 26.57 | |
| 0.8666 | 187.57 | |
| 0.1329 | 1.68 |
Estimation Period:
Jun 18, 1993 to Feb 6, 2026
Jun 18, 1993 to Feb 6, 2026
News Impact Curve
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