HMM Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.85% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3004 | 14.03 | |
| 0.1073 | 37.88 | |
| 0.8768 | 250.57 | |
| 0.4172 | 5.59 |
Estimation Period:
Oct 5, 1995 to Feb 20, 2026
Oct 5, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities