Bookook Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:72.61% (-5.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2300 | 31.30 | |
| 0.6290 | 62.37 | |
| -0.0411 | -4.42 | |
| 0.0155 | 4.83 | |
| 0.0427 | 9.04 | |
| 0.9567 | 197.43 |
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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