Seoul Broadcasting System MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.35% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0516 | 17.41 | |
| 0.8605 | 137.50 | |
| 0.0250 | 4.28 | |
| 1.9096 | 0.86 | |
| 0.6747 | 1.11 | |
| 0.0000 | 0.00 |
Estimation Period:
May 25, 1999 to Feb 6, 2026
May 25, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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