Sam-A Aluminum Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:77.70% (-4.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2845 | 26.06 | |
| 0.5751 | 47.85 | |
| -0.1227 | -7.88 | |
| 0.0180 | 2.48 | |
| 0.0280 | 5.27 | |
| 0.9718 | 169.01 |
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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