KCTC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.34% (-4.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2468 | 35.73 | |
| 0.6141 | 55.53 | |
| -0.0550 | -4.84 | |
| 0.0949 | 4.72 | |
| 0.0296 | 5.28 | |
| 0.9631 | 138.71 |
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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