Sam-A Aluminum Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:63.48% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2848 | 26.13 | |
| 0.5749 | 47.95 | |
| -0.1232 | -7.93 | |
| 0.0180 | 2.49 | |
| 0.0280 | 5.26 | |
| 0.9718 | 169.01 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Sam-A Aluminum Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities