KG DONGBUSTEEL MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.37% (+5.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2007 | 22.90 | |
| 0.5561 | 32.99 | |
| -0.0249 | -2.01 | |
| 0.0666 | 1.75 | |
| 0.0362 | 3.29 | |
| 0.9600 | 69.33 |
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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