Sam-A Aluminum Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.90% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2852 | 26.15 | |
| 0.5747 | 47.89 | |
| -0.1237 | -7.96 | |
| 0.0180 | 2.48 | |
| 0.0280 | 5.26 | |
| 0.9718 | 169.01 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sam-A Aluminum Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities