Korea Refractories Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.88% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5054 | 4.92 | |
| 0.1819 | 8.02 | |
| 0.7367 | 26.61 | |
| -0.0631 | -0.53 | |
| 0.2328 | 1.28 | |
| -0.2384 | -1.73 | |
| 0.0013 | 0.01 | |
| 0.1190 | 0.96 | |
| -0.0547 | -0.47 | |
| 0.1909 | 1.41 | |
| -0.4760 | -2.86 | |
| 0.3801 | 2.24 | |
| -0.0568 | -0.52 |
Estimation Period:
Aug 22, 1996 to Jan 30, 2026
Aug 22, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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