Cathay General Bancorp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.77% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 16.68 | |
| 0.1657 | 36.88 | |
| 0.9880 | 1,403.44 | |
| -0.0469 | -12.06 |
Estimation Period:
Dec 14, 1990 to Feb 6, 2026
Dec 14, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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