Kyung-In Synthetic Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.94% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1666 | 15.32 | |
| 0.5594 | 27.25 | |
| 0.0420 | 2.66 | |
| 0.0611 | 1.93 | |
| 0.0422 | 3.62 | |
| 0.9518 | 70.59 |
Estimation Period:
Oct 5, 1995 to Feb 6, 2026
Oct 5, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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