Namsung Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.40% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1985 | 19.44 | |
| 0.5907 | 35.32 | |
| 0.0083 | 0.46 | |
| 0.0517 | 1.59 | |
| 0.0337 | 2.07 | |
| 0.9631 | 51.25 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities