Huang Hsiang Construction MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
39.19%
increased by 3.54%
1 Week
35.58%
decreased by 0.07%
1 Month
32.49%
decreased by 3.16%
Analysis last updated: Friday, June 12, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1387 | 20.48 | |
| 0.5291 | 39.48 | |
| 0.1568 | 11.30 | |
| 0.0564 | 2.01 | |
| 0.0344 | 2.93 | |
| 0.9561 | 75.83 |
Estimation Period:
Jun 20, 2001 to Jun 5, 2026
Jun 20, 2001 to Jun 5, 2026
Other Huang Hsiang Construction Analyses
Other MF2-GARCH Analyses on International Equities