GMB Korea Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.05% (-4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1180 | 12.38 | |
| 0.6583 | 39.30 | |
| 0.0484 | 3.27 | |
| 0.7022 | 1.61 | |
| 0.8339 | 3.21 | |
| 0.0430 | 0.13 |
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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