Kyungbang Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:87.20% (-12.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1632 | 15.07 | |
| 0.6645 | 33.84 | |
| -0.0064 | -0.42 | |
| 0.0104 | 1.05 | |
| 0.0284 | 5.20 | |
| 0.9716 | 179.09 |
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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