Dongbu Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:88.02% (-9.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2095 | 33.22 | |
| 0.6507 | 65.65 | |
| -0.0377 | -4.90 | |
| 0.0794 | 2.80 | |
| 0.1238 | 5.14 | |
| 0.8713 | 32.72 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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