KakaoBank Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.13% (-3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2140 | 13.25 | |
| 0.6425 | 15.51 | |
| -0.2082 | -10.05 | |
| 1.4955 | 0.34 | |
| 0.1316 | 0.32 | |
| 0.6770 | 0.69 |
Estimation Period:
Aug 6, 2021 to Feb 13, 2026
Aug 6, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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