Namyong Terminal PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.85% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 10.71 | |
| 0.1204 | 23.96 | |
| 0.9762 | 429.66 | |
| 0.0390 | 6.38 |
Estimation Period:
Nov 25, 2013 to Feb 6, 2026
Nov 25, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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