Daol Investment & Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
54.33%
decreased by 1.98%
1 Week
54.92%
decreased by 1.39%
1 Month
57.23%
increased by 0.92%
Analysis last updated: Thursday, May 21, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1307 | 23.36 | |
| 0.7081 | 53.69 | |
| 0.0415 | 4.63 | |
| 0.0920 | 5.45 | |
| 0.0367 | 5.53 | |
| 0.9567 | 124.46 |
Estimation Period:
Nov 19, 1996 to May 15, 2026
Nov 19, 1996 to May 15, 2026
Other Daol Investment & Securities Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities