First Capital Securities Co., Ltd. MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.12% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1472 | 17.72 | |
| 0.7556 | 57.74 | |
| -0.0864 | -8.59 | |
| 0.0154 | 1.22 | |
| 0.0250 | 3.87 | |
| 0.9713 | 126.42 |
Estimation Period:
May 11, 2016 to Feb 6, 2026
May 11, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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