KT&G Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.35% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 11.96 | |
| 0.0435 | 29.18 | |
| 0.9538 | 619.36 |
Estimation Period:
Oct 8, 1999 to Feb 13, 2026
Oct 8, 1999 to Feb 13, 2026
News Impact Curve
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