Kwang Myung Electric Engineering Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.76% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1556 | 1.96 | |
| 0.1809 | 8.68 | |
| 0.7383 | 30.05 | |
| 0.2616 | 2.25 | |
| -0.2402 | -1.66 | |
| -0.1594 | -2.88 | |
| 0.1882 | 3.35 | |
| 0.0188 | 0.30 | |
| -0.2205 | -3.96 | |
| 0.2894 | 5.94 | |
| -0.1678 | -3.02 | |
| 0.0080 | 0.13 | |
| 0.0597 | 0.62 |
Estimation Period:
Sep 17, 1990 to Feb 20, 2026
Sep 17, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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