Korea Engineering Consultants Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.33% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4447 | 18.56 | |
| 0.1024 | 5.24 | |
| -0.3008 | -7.47 | |
| 2.8502 | 0.78 | |
| 0.8037 | 1.40 | |
| 0.0386 | 0.06 |
Estimation Period:
Apr 28, 2011 to Jan 30, 2026
Apr 28, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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