KCTC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:55.32% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5931 | 5.18 | |
| 0.2130 | 9.10 | |
| 0.6974 | 26.50 | |
| -0.0453 | -0.77 | |
| 0.1256 | 1.38 | |
| -0.2232 | -3.17 | |
| 0.2493 | 3.79 | |
| -0.1719 | -2.66 | |
| 0.0920 | 1.32 | |
| -0.0556 | -0.76 | |
| 0.1049 | 1.53 | |
| -0.1383 | -1.63 | |
| 0.0791 | 0.95 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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