Kyung Nong Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.20% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9300 | 6.28 | |
| 0.1494 | 8.20 | |
| 0.7990 | 36.68 | |
| -0.0612 | -1.26 | |
| 0.1693 | 2.27 | |
| -0.2795 | -5.00 | |
| 0.3185 | 4.50 | |
| -0.2665 | -2.94 | |
| 0.1724 | 1.84 | |
| -0.0202 | -0.22 | |
| -0.0168 | -0.18 | |
| -0.0894 | -0.66 | |
| -0.0130 | -0.04 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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