Shinyoung Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:89.55% (-9.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1229 | 30.71 | |
| 0.7840 | 117.44 | |
| 0.0106 | 1.56 | |
| 0.0049 | 3.65 | |
| 0.0190 | 5.52 | |
| 0.9801 | 259.01 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Shinyoung Securities Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities