KCTC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:114.25% (-5.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2617 | 28.04 | |
| 0.3435 | 41.04 | |
| 0.9041 | 238.87 | |
| 0.0325 | 4.57 |
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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