Korea Mcnulty Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:35.34% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1484 | 11.36 | |
| 0.7756 | 48.27 | |
| -0.0248 | -0.95 | |
| 10.0000 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.0505 | 0.00 |
Estimation Period:
Dec 23, 2015 to Feb 13, 2026
Dec 23, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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