Cathay Chemical MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.99% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1222 | 21.05 | |
| 0.8277 | 90.59 | |
| -0.0381 | -5.45 | |
| 0.0070 | 3.29 | |
| 0.0224 | 4.43 | |
| 0.9762 | 181.21 |
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Sep 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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