KBI Dongkook Industrial Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.16% (-11.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1682 | 24.59 | |
| 0.6506 | 31.07 | |
| -0.0375 | -4.55 | |
| 0.0210 | 2.02 | |
| 0.0135 | 1.70 | |
| 0.9848 | 109.97 |
Estimation Period:
Sep 17, 1990 to Jan 30, 2026
Sep 17, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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