Phu Tai Corporation EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.40% (-4.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4068 | 11.53 | |
| 0.2926 | 28.28 | |
| 0.7292 | 30.51 | |
| -0.0310 | -3.28 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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