SK Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:120.60% (-14.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1731 | 30.12 | |
| 0.6929 | 61.66 | |
| 0.0448 | 4.24 | |
| 0.4029 | 2.71 | |
| 0.2793 | 3.45 | |
| 0.6966 | 7.62 |
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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