Chase Asia PCL GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.78% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1425 | 5.40 | |
| 0.0385 | 8.82 | |
| 0.9536 | 192.65 |
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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