KCTC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.46% (-6.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2637 | 28.21 | |
| 0.3455 | 41.31 | |
| 0.9034 | 238.30 | |
| 0.0329 | 4.63 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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