Sajodaerim Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.72% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2420 | 33.57 | |
| 0.6274 | 53.69 | |
| -0.0928 | -12.12 | |
| 0.0284 | 3.35 | |
| 0.0258 | 5.61 | |
| 0.9722 | 185.05 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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