Amorepacific Holdings Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.84% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0722 | 22.18 | |
| 0.8175 | 113.65 | |
| 0.0248 | 4.86 | |
| 0.0417 | 3.16 | |
| 0.0181 | 4.10 | |
| 0.9768 | 166.12 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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