Korea Asset Investment MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:111.38% (+80.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5611 | 8.92 | |
| 0.0081 | 2.91 | |
| -0.2378 | -2.58 | |
| 1.4229 | 1.27 | |
| 1.0000 | 2.11 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 20, 2019 to Feb 13, 2026
Nov 20, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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