GMB Korea Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.34% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1114 | 12.88 | |
| 0.0942 | 19.72 | |
| 0.8898 | 196.95 | |
| 0.1576 | 2.20 |
Estimation Period:
Nov 20, 2012 to Feb 20, 2026
Nov 20, 2012 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GMB Korea Corp Analyses
Other AGARCH Analyses on International Equities