Jeju Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:141.14% (-13.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1885 | 31.35 | |
| 0.7915 | 142.15 | |
| -0.0152 | -2.48 | |
| 0.0323 | 8.00 | |
| 0.0474 | 8.21 | |
| 0.9523 | 153.69 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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