Kyeryong Construction Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.96% (-4.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7255 | 3.19 | |
| 0.2262 | 9.10 | |
| 0.7363 | 34.55 | |
| -0.2280 | -5.24 | |
| 0.3095 | 4.91 | |
| -0.1190 | -3.04 | |
| 0.0622 | 1.69 | |
| -0.0206 | -0.51 | |
| -0.0282 | -0.70 | |
| 0.0411 | 1.48 |
Estimation Period:
Jan 30, 1996 to Jan 30, 2026
Jan 30, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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