Korea Alcohol Industrial Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.09% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0975 | 22.92 | |
| 0.8388 | 119.61 | |
| 0.0005 | 0.08 | |
| 1.6846 | 0.57 | |
| 0.7510 | 0.56 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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