AUO Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.48% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 17.87 | |
| 0.1392 | 25.67 | |
| 0.9817 | 909.79 | |
| -0.0050 | -1.39 |
Estimation Period:
May 23, 2002 to Feb 13, 2026
May 23, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts