Sungshin Cement Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.88% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1500 | 27.21 | |
| 0.7121 | 51.38 | |
| 0.0216 | 3.08 | |
| 0.0668 | 4.39 | |
| 0.0479 | 6.34 | |
| 0.9481 | 116.36 |
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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