GMB Korea Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:33.01% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1242 | 6.43 | |
| 0.1197 | 4.27 | |
| 0.7639 | 14.96 | |
| 0.1445 | 5.51 | |
| -0.2672 | -7.10 | |
| 0.1793 | 8.37 |
Estimation Period:
Nov 20, 2012 to Feb 20, 2026
Nov 20, 2012 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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