KT Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.65% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7753 | 7.36 | |
| 0.0824 | 7.56 | |
| 0.8385 | 38.57 | |
| -0.0986 | -1.50 | |
| 0.0657 | 0.66 | |
| 0.2288 | 2.95 | |
| -0.3784 | -4.49 | |
| 0.3106 | 3.45 | |
| -0.2423 | -2.69 | |
| 0.1736 | 2.04 | |
| 0.0085 | 0.12 | |
| -0.1281 | -1.79 | |
| 0.0597 | 1.01 |
Estimation Period:
Dec 23, 1998 to Feb 13, 2026
Dec 23, 1998 to Feb 13, 2026
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