SK Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:247.23% (+53.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1699 | 30.10 | |
| 0.7077 | 64.68 | |
| 0.0403 | 3.97 | |
| 0.3675 | 3.06 | |
| 0.2493 | 3.99 | |
| 0.7295 | 10.36 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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