Amtd Idea Group EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
59.34%
decreased by 2.57%
1 Week
61.47%
decreased by 0.44%
1 Month
63.77%
increased by 1.86%
Analysis last updated: Friday, June 12, 2026 at 11:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7194 | 9.85 | |
| 0.4951 | 20.44 | |
| 0.7442 | 27.43 | |
| -0.0928 | -4.30 |
Estimation Period:
Aug 5, 2019 to Jun 12, 2026
Aug 5, 2019 to Jun 12, 2026
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