Sungshin Cement Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.91% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1505 | 27.20 | |
| 0.7114 | 51.08 | |
| 0.0212 | 3.02 | |
| 0.0683 | 4.39 | |
| 0.0483 | 6.30 | |
| 0.9476 | 114.32 |
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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