Hankook & Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.96% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0645 | 22.15 | |
| 0.9065 | 202.44 | |
| 0.0062 | 1.44 | |
| 0.0109 | 5.54 | |
| 0.0275 | 6.53 | |
| 0.9717 | 216.91 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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