Korea Refractories Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.08% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2347 | 4.28 | |
| 0.1816 | 8.18 | |
| 0.7367 | 26.74 | |
| -0.1274 | -1.03 | |
| 0.3233 | 1.71 | |
| -0.2799 | -2.02 | |
| 0.0232 | 0.17 | |
| 0.1136 | 0.92 | |
| -0.0607 | -0.52 | |
| 0.2036 | 1.51 | |
| -0.5049 | -2.96 | |
| 0.4547 | 2.36 | |
| -0.2691 | -1.26 |
Estimation Period:
Aug 22, 1996 to Feb 13, 2026
Aug 22, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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