Pou Chen EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.71% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0706 | 16.63 | |
| 0.1803 | 17.92 | |
| 0.9624 | 363.85 | |
| -0.0055 | -0.79 |
Estimation Period:
Jun 18, 1993 to Feb 6, 2026
Jun 18, 1993 to Feb 6, 2026
News Impact Curve
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