KT&G Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.71% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1082 | 15.42 | |
| 0.5817 | 23.30 | |
| -0.0172 | -2.06 | |
| 0.0130 | 0.79 | |
| 0.0443 | 1.91 | |
| 0.9521 | 37.49 |
Estimation Period:
Oct 8, 1999 to Jan 30, 2026
Oct 8, 1999 to Jan 30, 2026
News Impact Curve
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