Shinhung Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:5.37% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3769 | 31.47 | |
| 0.6437 | 73.30 | |
| -0.2151 | -11.46 | |
| 0.0000 | 0.00 | |
| 0.0100 | 7.84 | |
| 0.9900 | 668.94 |
Estimation Period:
Feb 8, 1991 to Feb 13, 2026
Feb 8, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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