KT&G Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.43% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 11.97 | |
| 0.0436 | 29.18 | |
| 0.9537 | 618.09 |
Estimation Period:
Oct 8, 1999 to Jan 30, 2026
Oct 8, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities