Sangsangin Investment & Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.01% (-11.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2343 | 24.68 | |
| 0.6333 | 48.42 | |
| -0.0224 | -1.77 | |
| 0.1831 | 1.92 | |
| 0.1054 | 2.19 | |
| 0.8878 | 16.30 |
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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