Daegu Department Store EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.02% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 23.30 | |
| 0.1716 | 44.88 | |
| 0.9883 | 1,513.51 | |
| 0.0097 | 2.52 |
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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