GF Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.90% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1014 | 9.83 | |
| 0.7623 | 52.12 | |
| -0.0389 | -3.67 | |
| 0.0225 | 0.60 | |
| 0.0639 | 4.95 | |
| 0.9337 | 40.10 |
Estimation Period:
Apr 10, 2015 to Feb 6, 2026
Apr 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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