Taeyoung Engineering & Construction Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.22% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1068 | 24.28 | |
| 0.8123 | 55.62 | |
| 0.0133 | 1.55 | |
| 0.0212 | 1.45 | |
| 0.0032 | 0.88 | |
| 0.9942 | 176.35 |
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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