KT&G Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.26% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 5.24 | |
| 0.0458 | 32.04 | |
| 0.9507 | 660.65 | |
| -0.2930 | -5.01 |
Estimation Period:
Oct 8, 1999 to Feb 13, 2026
Oct 8, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities