Chase Asia PCL AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.75% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4605 | 15.03 | |
| 0.1552 | 13.06 | |
| 0.6684 | 52.22 | |
| -1.9885 | -6.83 |
Estimation Period:
Feb 21, 2023 to Feb 6, 2026
Feb 21, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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