CJ Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.12% (+4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0869 | 23.14 | |
| 0.8597 | 98.56 | |
| -0.0043 | -1.13 | |
| 0.0293 | 3.22 | |
| 0.0299 | 3.43 | |
| 0.9660 | 95.03 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities