Korea Electric Power Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.17% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1357 | 27.44 | |
| 0.6649 | 39.14 | |
| -0.0086 | -1.36 | |
| 0.0519 | 3.48 | |
| 0.0568 | 4.15 | |
| 0.9331 | 59.11 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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