Sangsangin Investment & Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:218.23% (-29.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2318 | 24.31 | |
| 0.6441 | 48.91 | |
| -0.0227 | -1.81 | |
| 0.1815 | 1.96 | |
| 0.1061 | 2.22 | |
| 0.8881 | 16.59 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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