TS Corp/Korea EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.68% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0867 | 24.18 | |
| 0.2240 | 38.33 | |
| 0.9614 | 581.58 | |
| 0.0417 | 6.89 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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