YuHwa Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.22% (-4.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2211 | 25.01 | |
| 0.6519 | 53.91 | |
| -0.0683 | -6.55 | |
| 0.0022 | 2.65 | |
| 0.0188 | 6.46 | |
| 0.9811 | 308.62 |
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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