Boryung MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:74.92% (-6.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1481 | 28.90 | |
| 0.7476 | 76.41 | |
| -0.0308 | -4.54 | |
| 0.0713 | 4.24 | |
| 0.0253 | 4.84 | |
| 0.9663 | 139.90 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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