SeAH Steel Holdings MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.13% (-4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1050 | 18.68 | |
| 0.6944 | 40.14 | |
| 0.0262 | 3.93 | |
| 0.0570 | 2.54 | |
| 0.0379 | 3.88 | |
| 0.9558 | 80.16 |
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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