Central Depository EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.67% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 13.24 | |
| 0.0711 | 10.79 | |
| 0.9829 | 702.06 | |
| 0.0026 | 0.41 |
Estimation Period:
Jun 30, 2017 to Feb 6, 2026
Jun 30, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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