GMB Korea Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.34% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1173 | 12.37 | |
| 0.6590 | 39.52 | |
| 0.0481 | 3.26 | |
| 0.7076 | 1.69 | |
| 0.8418 | 3.60 | |
| 0.0338 | 0.11 |
Estimation Period:
Nov 20, 2012 to Feb 13, 2026
Nov 20, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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