Hoaphat Textbook Printing EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:27.36% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4085 | 18.09 | |
| 0.3166 | 39.34 | |
| 0.8567 | 98.57 | |
| 0.0435 | 4.89 |
Estimation Period:
Sep 3, 2010 to May 30, 2025
Sep 3, 2010 to May 30, 2025
News Impact Curve
Volatility Forecasts
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