Tcj Asia Pcl EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.21% (+4.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2013 | 15.03 | |
| 0.3451 | 21.97 | |
| 0.9395 | 214.05 | |
| -0.0403 | -3.88 |
Estimation Period:
May 13, 1996 to Jan 30, 2026
May 13, 1996 to Jan 30, 2026
News Impact Curve
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