Daegu Department Store AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.22% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 15.04 | |
| 0.0830 | 46.18 | |
| 0.9195 | 540.57 | |
| 0.0505 | 0.85 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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