Korea Electric Power Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:55.41% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8210 | 5.34 | |
| 0.0903 | 10.08 | |
| 0.8616 | 61.68 | |
| -0.0928 | -1.76 | |
| 0.2365 | 3.12 | |
| -0.3141 | -6.17 | |
| 0.2334 | 4.87 | |
| -0.0530 | -1.16 | |
| 0.0090 | 0.18 | |
| -0.0606 | -1.05 | |
| 0.0883 | 1.68 | |
| -0.0873 | -1.57 | |
| 0.1685 | 1.93 |
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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