Smu Sa EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.42% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0534 | 16.24 | |
| 0.2529 | 29.48 | |
| 0.9674 | 380.28 | |
| -0.0083 | -0.93 |
Estimation Period:
Jan 24, 2017 to Feb 6, 2026
Jan 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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