NamKwang Engineering & Construction Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:55.47% (-4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.2290 | 30.81 | |
| 0.6724 | 65.65 | |
| -0.0456 | -5.20 | |
| 0.2280 | 2.75 | |
| 0.0968 | 2.48 | |
| 0.8968 | 21.16 |
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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