Kyobo Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:89.51% (-12.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1480 | 20.92 | |
| 0.6063 | 36.54 | |
| 0.0361 | 4.19 | |
| 0.0266 | 2.24 | |
| 0.0495 | 4.20 | |
| 0.9475 | 77.14 |
Estimation Period:
Dec 13, 1999 to Feb 20, 2026
Dec 13, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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