Sajodaerim Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.70% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2420 | 33.56 | |
| 0.6270 | 53.62 | |
| -0.0927 | -12.10 | |
| 0.0282 | 3.34 | |
| 0.0258 | 5.61 | |
| 0.9722 | 184.51 |
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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