Huang Hsiang Construction MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
21.89%
decreased by 0.69%
1 Week
24.38%
increased by 1.80%
1 Month
27.16%
increased by 4.58%
Analysis last updated: Thursday, May 21, 2026 at 08:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1388 | 20.51 | |
| 0.5284 | 39.46 | |
| 0.1573 | 11.33 | |
| 0.0571 | 2.00 | |
| 0.0346 | 2.94 | |
| 0.9558 | 75.42 |
Estimation Period:
Jun 20, 2001 to May 15, 2026
Jun 20, 2001 to May 15, 2026
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