Transpek Industry EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.98% (-3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2521 | 5.19 | |
| 0.1893 | 28.63 | |
| 0.9046 | 46.64 | |
| 0.0140 | 2.90 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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