KCTC GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:119.45% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5117 | 25.26 | |
| 0.1769 | 35.99 | |
| 0.7950 | 171.15 |
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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