V-Lab: Guan Chong Bhd EGARCH Volatility Analysis

V-Lab

Guan Chong Bhd EGARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:44.77% (-1.16%)

Analysis last updated: Monday, August 4, 2025 at 04:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2552	7.94
$α$	0.1566	10.59
$β$	0.8880	59.26
$γ$	-0.0623	-4.64

Estimation Period:
Apr 15, 2005 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts