GMB Korea Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.48% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1126 | 12.92 | |
| 0.0953 | 19.66 | |
| 0.8888 | 195.56 | |
| 0.1557 | 2.18 |
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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