Anyang Iron & Steel Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.36% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1362 | 30.41 | |
| 0.8601 | 207.76 | |
| -0.0788 | -16.97 | |
| 1.0628 | 5.50 | |
| 0.8499 | 6.52 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 21, 2001 to Feb 6, 2026
Aug 21, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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