Chase Asia PCL EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.82% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2237 | 7.04 | |
| 0.2015 | 10.52 | |
| 0.9271 | 92.95 | |
| 0.0933 | 5.60 |
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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