TS Corp/Korea MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.51% (-3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2097 | 18.98 | |
| 0.7125 | 44.52 | |
| -0.0922 | -6.36 | |
| 0.0452 | 3.68 | |
| 0.0299 | 5.41 | |
| 0.9641 | 147.35 |
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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