Southeast Asia Commercial Joint Stock Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.41% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.9424 | 23.64 | |
| 0.1439 | 8.71 | |
| -0.5000 | -7.69 | |
| 1.7622 | 0.39 | |
| 0.1803 | 0.33 | |
| 0.5390 | 0.41 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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