CJ Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.99% (-1.46%)
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
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