Hyundai Engineering & Construction Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:73.77% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0785 | 30.03 | |
| 0.8102 | 97.23 | |
| 0.0526 | 10.54 | |
| 0.0396 | 5.35 | |
| 0.0491 | 5.80 | |
| 0.9479 | 104.93 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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