Shinyoung Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:68.19% (-6.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1229 | 30.19 | |
| 0.7800 | 115.86 | |
| 0.0127 | 1.86 | |
| 0.0049 | 3.59 | |
| 0.0188 | 5.48 | |
| 0.9803 | 259.88 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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