Hanyang Eng Co MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:51.90% (-4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1414 | 23.93 | |
| 0.7787 | 75.72 | |
| -0.0111 | -1.43 | |
| 0.0490 | 4.42 | |
| 0.0250 | 5.19 | |
| 0.9701 | 162.25 |
Estimation Period:
Sep 2, 2003 to Feb 13, 2026
Sep 2, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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