GMB Korea Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.59% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1103 | 12.74 | |
| 0.0934 | 19.55 | |
| 0.8904 | 197.03 | |
| 0.1729 | 2.40 |
Estimation Period:
Nov 20, 2012 to Jan 30, 2026
Nov 20, 2012 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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