Daegu Department Store MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.39% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0774 | 21.25 | |
| 0.8828 | 198.25 | |
| 0.0041 | 1.03 | |
| 0.0584 | 4.65 | |
| 0.1347 | 12.21 | |
| 0.8619 | 71.32 |
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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