CJ CheilJedang Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.23% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0087 | 3.56 | |
| 0.7865 | 46.06 | |
| 0.0922 | 14.19 | |
| 0.8766 | 0.72 | |
| 0.7822 | 0.98 | |
| 0.0082 | 0.01 |
Estimation Period:
Sep 28, 2007 to Feb 20, 2026
Sep 28, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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