Summit Securities Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.42% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1145 | 15.40 | |
| 0.1719 | 22.22 | |
| 0.9535 | 281.26 | |
| -0.0057 | -0.73 |
Estimation Period:
Jan 28, 2011 to Feb 13, 2026
Jan 28, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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