Korea Electric Power Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.44% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1358 | 27.47 | |
| 0.6659 | 39.43 | |
| -0.0088 | -1.40 | |
| 0.0515 | 3.50 | |
| 0.0560 | 4.17 | |
| 0.9339 | 60.14 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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