Boryung MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.71% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1528 | 29.43 | |
| 0.7375 | 76.99 | |
| -0.0336 | -4.83 | |
| 0.0630 | 4.25 | |
| 0.0249 | 5.09 | |
| 0.9676 | 152.33 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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