San Ju San Fin Grp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.85% (-7.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2817 | 23.08 | |
| 0.4772 | 31.42 | |
| -0.0127 | -0.68 | |
| 0.0283 | 2.33 | |
| 0.0355 | 2.69 | |
| 0.9565 | 66.05 |
Estimation Period:
Apr 2, 2018 to Feb 10, 2026
Apr 2, 2018 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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