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V-Lab

Mfm Korea Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 19, 2025 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Mfm Korea Co Ltd SGARCH
paramt-stat
ω0.66796,678,530.00
α0.49944,994,180.00
β0.49914,991,250.00
γ170.9105709,104,900.00
γ2-296.5577-2,965,577,000.00
γ3270.86292,708,629,000.00
γ4211.12012,111,201,000.00
γ5-753.9036-7,539,036,000.00
γ61,311.018013,110,180,000.00
γ7-1,542.8870-15,428,870,000.00
γ8-2,078.8820-20,788,820,000.00
γ912,571.9500125,719,500,000.00
Estimation Period:
Dec 24, 2020 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts