GF Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.48% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1097 | 21.71 | |
| 0.8025 | 62.38 | |
| -0.0034 | -0.59 | |
| 0.0451 | 3.74 | |
| 0.0465 | 3.79 | |
| 0.9464 | 67.53 |
Estimation Period:
Jun 11, 1997 to Feb 6, 2026
Jun 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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