KCTC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:62.70% (-6.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5108 | 26.80 | |
| 0.1786 | 36.16 | |
| 0.7929 | 170.54 | |
| -0.2681 | -3.71 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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