KT&G Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.71% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 5.16 | |
| 0.0459 | 32.02 | |
| 0.9506 | 659.20 | |
| -0.2955 | -5.04 |
Estimation Period:
Oct 8, 1999 to Jan 30, 2026
Oct 8, 1999 to Jan 30, 2026
News Impact Curve
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