Seoul Broadcasting System MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.08% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0515 | 17.41 | |
| 0.8606 | 137.66 | |
| 0.0251 | 4.29 | |
| 1.9048 | 0.86 | |
| 0.6754 | 1.11 | |
| 0.0000 | 0.00 |
Estimation Period:
May 25, 1999 to Feb 13, 2026
May 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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