Korea Electric Power Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:52.49% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1358 | 27.46 | |
| 0.6663 | 39.48 | |
| -0.0088 | -1.40 | |
| 0.0515 | 3.51 | |
| 0.0559 | 4.18 | |
| 0.9339 | 60.27 |
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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