SK Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:72.99% (-6.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1827 | 26.33 | |
| 0.6688 | 47.54 | |
| 0.0533 | 4.56 | |
| 0.0411 | 3.95 | |
| 0.0323 | 7.89 | |
| 0.9654 | 209.14 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SK Securities Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities