Kh Neochem Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.35% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0664 | 8.15 | |
| 0.6231 | 27.23 | |
| 0.1463 | 8.04 | |
| 0.0125 | 0.42 | |
| 0.0149 | 1.21 | |
| 0.9821 | 65.28 |
Estimation Period:
Oct 12, 2016 to Feb 13, 2026
Oct 12, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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