KCTC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:48.98% (-6.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5878 | 5.08 | |
| 0.2137 | 9.13 | |
| 0.6977 | 26.64 | |
| -0.0484 | -0.81 | |
| 0.1294 | 1.42 | |
| -0.2241 | -3.17 | |
| 0.2499 | 3.79 | |
| -0.1728 | -2.67 | |
| 0.0928 | 1.33 | |
| -0.0557 | -0.76 | |
| 0.1040 | 1.51 | |
| -0.1370 | -1.60 | |
| 0.0784 | 0.93 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities