GMB Korea Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.53% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8457 | 5.79 | |
| 0.1175 | 4.10 | |
| 0.7446 | 13.23 | |
| -0.1845 | -1.44 | |
| 0.5433 | 2.56 | |
| -0.6771 | -3.72 | |
| 0.3701 | 2.00 | |
| -0.1403 | -0.71 | |
| 0.3148 | 0.97 |
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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