Namyang Dairy Products Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.90% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1623 | 30.04 | |
| 0.7415 | 89.48 | |
| -0.0593 | -9.87 | |
| 0.6929 | 0.47 | |
| 0.8854 | 0.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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