Daegu Department Store EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.63% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 23.32 | |
| 0.1714 | 44.85 | |
| 0.9883 | 1,513.50 | |
| 0.0095 | 2.48 |
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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