Eugene Investment & Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.88% (-8.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1319 | 21.99 | |
| 0.6970 | 55.93 | |
| 0.0307 | 3.21 | |
| 0.0508 | 3.15 | |
| 0.0331 | 4.96 | |
| 0.9622 | 125.20 |
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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