LS SECURITIES Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.70% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1588 | 16.76 | |
| 0.7857 | 51.97 | |
| -0.0156 | -1.47 | |
| 0.0068 | 4.86 | |
| 0.0280 | 5.97 | |
| 0.9711 | 189.75 |
Estimation Period:
Feb 21, 2007 to Feb 6, 2026
Feb 21, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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