Hanyang Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:71.06% (+5.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1502 | 28.70 | |
| 0.7410 | 72.92 | |
| -0.0225 | -3.60 | |
| 0.0085 | 3.58 | |
| 0.0295 | 4.77 | |
| 0.9694 | 154.28 |
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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