Korea Real Estate Investment MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.24% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2044 | 24.00 | |
| 0.5642 | 42.10 | |
| 0.0003 | 0.03 | |
| 0.0049 | 2.19 | |
| 0.0293 | 6.82 | |
| 0.9707 | 220.46 |
Estimation Period:
Dec 7, 2001 to Feb 13, 2026
Dec 7, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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