Nam Song Hau Trading EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:9.16% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1755 | 14.76 | |
| 0.3177 | 26.99 | |
| 0.9332 | 186.48 | |
| 0.0165 | 2.27 |
Estimation Period:
Jun 24, 2020 to May 30, 2025
Jun 24, 2020 to May 30, 2025
News Impact Curve
Volatility Forecasts
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