Seoul Broadcasting System MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.85% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0631 | 18.32 | |
| 0.8698 | 88.32 | |
| 0.0144 | 2.48 | |
| 0.0234 | 1.33 | |
| 0.0097 | 1.18 | |
| 0.9863 | 84.23 |
Estimation Period:
May 25, 1999 to Jan 30, 2026
May 25, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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