An Phat Jsc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.88% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1747 | 19.44 | |
| 0.2456 | 33.22 | |
| 0.9356 | 247.20 | |
| -0.0029 | -0.50 |
Estimation Period:
May 6, 2010 to Feb 13, 2026
May 6, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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