Daegu Department Store MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.55% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0774 | 21.24 | |
| 0.8828 | 198.02 | |
| 0.0041 | 1.02 | |
| 0.0584 | 4.65 | |
| 0.1347 | 12.21 | |
| 0.8619 | 71.38 |
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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