Samsung Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.79% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0455 | 21.17 | |
| 0.8347 | 141.71 | |
| 0.0620 | 13.93 | |
| 0.1848 | 2.64 | |
| 0.2570 | 8.04 | |
| 0.7171 | 17.56 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Samsung Securities Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities