Sam Yung Trading Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
33.35%
increased by 1.07%
1 Week
33.44%
increased by 1.16%
1 Month
33.80%
increased by 1.52%
Analysis last updated: Friday, June 12, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1057 | 24.57 | |
| 0.7173 | 55.36 | |
| 0.0381 | 5.22 | |
| 0.0047 | 2.22 | |
| 0.0229 | 5.20 | |
| 0.9768 | 209.43 |
Estimation Period:
Jan 3, 1990 to Jun 5, 2026
Jan 3, 1990 to Jun 5, 2026
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