GMB Korea Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.30% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 15.45 | |
| 0.1528 | 17.79 | |
| 0.9817 | 621.31 | |
| 0.0067 | 0.93 |
Estimation Period:
Nov 20, 2012 to Feb 6, 2026
Nov 20, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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