Daegu Department Store MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.97% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0774 | 21.25 | |
| 0.8828 | 198.11 | |
| 0.0041 | 1.03 | |
| 0.0584 | 4.65 | |
| 0.1347 | 12.21 | |
| 0.8619 | 71.36 |
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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