Kyung Nong Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.41% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9283 | 6.18 | |
| 0.1462 | 8.31 | |
| 0.8044 | 39.28 | |
| -0.0620 | -1.26 | |
| 0.1704 | 2.25 | |
| -0.2792 | -4.91 | |
| 0.3163 | 4.38 | |
| -0.2631 | -2.85 | |
| 0.1683 | 1.77 | |
| -0.0154 | -0.16 | |
| -0.0265 | -0.27 | |
| -0.0600 | -0.43 | |
| -0.1219 | -0.40 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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