Boryung AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:70.79% (-5.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3875 | 27.76 | |
| 0.1201 | 43.51 | |
| 0.8378 | 255.74 | |
| -0.0720 | -1.32 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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