Chai Watana Tanner EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.38% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 26.06 | |
| 0.2010 | 35.96 | |
| 0.9771 | 882.67 | |
| 0.0001 | 0.02 |
Estimation Period:
May 1, 1991 to Feb 6, 2026
May 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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