Jeju Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:78.82% (-8.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1885 | 31.29 | |
| 0.7906 | 141.54 | |
| -0.0143 | -2.35 | |
| 0.0320 | 8.04 | |
| 0.0471 | 8.29 | |
| 0.9525 | 155.89 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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