Kyeryong Construction Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:64.62% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7286 | 3.12 | |
| 0.2253 | 9.11 | |
| 0.7387 | 34.98 | |
| -0.2288 | -5.23 | |
| 0.3107 | 4.91 | |
| -0.1195 | -3.04 | |
| 0.0626 | 1.69 | |
| -0.0215 | -0.52 | |
| -0.0259 | -0.63 | |
| 0.0381 | 1.36 |
Estimation Period:
Jan 30, 1996 to Feb 13, 2026
Jan 30, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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