Hanyang Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.45% (-4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1488 | 28.40 | |
| 0.7406 | 72.40 | |
| -0.0214 | -3.42 | |
| 0.0085 | 3.54 | |
| 0.0295 | 4.73 | |
| 0.9693 | 152.49 |
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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