Chun YU Works & Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.89% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2415 | 29.35 | |
| 0.6207 | 56.20 | |
| -0.0904 | -9.09 | |
| 0.0106 | 2.44 | |
| 0.0169 | 6.47 | |
| 0.9806 | 325.45 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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