Kumho Petrochemical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.32% (+8.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1294 | 27.16 | |
| 0.6962 | 60.81 | |
| 0.0168 | 2.79 | |
| 0.0840 | 3.99 | |
| 0.0411 | 6.09 | |
| 0.9509 | 116.90 |
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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