Iljin Diamond Co Ltd/Old MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.90% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1190 | 14.57 | |
| 0.8379 | 78.98 | |
| 0.0170 | 1.37 | |
| 10.0000 | 0.50 | |
| 0.0000 | 0.00 | |
| 0.2718 | 0.19 |
Estimation Period:
Dec 22, 2004 to Feb 6, 2026
Dec 22, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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