Korean Drug Co MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.24% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2858 | 28.99 | |
| 0.6733 | 67.99 | |
| -0.0678 | -3.24 | |
| 0.1123 | 3.73 | |
| 0.0283 | 4.57 | |
| 0.9638 | 117.90 |
Estimation Period:
Jul 19, 2006 to Feb 13, 2026
Jul 19, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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