Jeju Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:95.98% (-9.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1884 | 31.39 | |
| 0.7914 | 142.06 | |
| -0.0150 | -2.46 | |
| 0.0323 | 8.02 | |
| 0.0474 | 8.24 | |
| 0.9523 | 154.19 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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