KCTC GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:61.98% (-6.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5229 | 25.41 | |
| 0.1799 | 36.12 | |
| 0.7917 | 168.45 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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