Korea Electric Power Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:47.96% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1680 | 7.57 | |
| 0.0825 | 9.85 | |
| 0.8884 | 80.18 | |
| 0.0736 | 4.05 | |
| -0.1373 | -4.66 | |
| 0.1015 | 5.10 | |
| -0.0510 | -3.31 | |
| 0.0261 | 1.81 | |
| -0.0213 | -1.89 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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