Boryung MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.07% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1526 | 29.42 | |
| 0.7366 | 76.54 | |
| -0.0325 | -4.67 | |
| 0.0653 | 4.26 | |
| 0.0252 | 5.03 | |
| 0.9671 | 148.28 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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