Koryo Credit Information MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.59% (+1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1654 | 20.91 | |
| 0.7001 | 35.49 | |
| -0.0456 | -3.77 | |
| 0.1463 | 1.40 | |
| 0.1874 | 1.24 | |
| 0.7758 | 4.30 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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