KCTC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:75.68% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5444 | 5.09 | |
| 0.2157 | 9.36 | |
| 0.6834 | 25.65 | |
| -0.0749 | -1.29 | |
| 0.1760 | 1.99 | |
| -0.2658 | -3.93 | |
| 0.2913 | 4.61 | |
| -0.2110 | -3.39 | |
| 0.1329 | 1.97 | |
| -0.1099 | -1.56 | |
| 0.2021 | 3.22 | |
| -0.3532 | -5.46 | |
| 0.5910 | 5.71 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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