Bohae Brewery Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.51% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2239 | 24.48 | |
| 0.6611 | 46.57 | |
| -0.0878 | -6.79 | |
| 0.3020 | 1.93 | |
| 0.1797 | 1.67 | |
| 0.8015 | 6.79 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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