Hoang Quan Consulting - Trad EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.71% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1335 | 26.31 | |
| 0.2467 | 38.64 | |
| 0.9381 | 393.50 | |
| 0.0062 | 1.09 |
Estimation Period:
Oct 20, 2010 to Feb 6, 2026
Oct 20, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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