J-Yuan Trust Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.62% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1553 | 28.62 | |
| 0.6851 | 64.02 | |
| -0.0008 | -0.14 | |
| 0.1307 | 2.35 | |
| 0.0615 | 3.04 | |
| 0.9261 | 35.35 |
Estimation Period:
Jan 28, 1994 to Feb 6, 2026
Jan 28, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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