Sam Yung Trading Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
35.98%
increased by 1.73%
1 Week
35.01%
increased by 0.76%
1 Month
33.79%
decreased by 0.46%
Analysis last updated: Thursday, May 21, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1054 | 24.57 | |
| 0.7190 | 55.63 | |
| 0.0376 | 5.16 | |
| 0.0047 | 2.23 | |
| 0.0228 | 5.21 | |
| 0.9769 | 210.99 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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