MiraeING MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:116.71% (-8.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2378 | 20.54 | |
| 0.5425 | 22.36 | |
| -0.0585 | -3.29 | |
| 1.3757 | 1.27 | |
| 0.1700 | 1.27 | |
| 0.7562 | 3.89 |
Estimation Period:
Nov 29, 1999 to Feb 6, 2026
Nov 29, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities