SEA Limited MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
61.46%
decreased by 2.38%
1 Week
61.32%
decreased by 2.52%
1 Month
60.69%
decreased by 3.15%
Analysis last updated: Tuesday, June 9, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0042 | 1.50 | |
| 0.7942 | 45.24 | |
| 0.1137 | 14.85 | |
| 0.2530 | 0.35 | |
| 0.0195 | 0.46 | |
| 0.9646 | 11.06 |
Estimation Period:
Oct 20, 2017 to Jun 5, 2026
Oct 20, 2017 to Jun 5, 2026
Other MF2-GARCH Analyses on Depositary Receipts