KT Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.50% (+4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7208 | 7.13 | |
| 0.0822 | 7.53 | |
| 0.8385 | 38.36 | |
| -0.1108 | -1.68 | |
| 0.0819 | 0.82 | |
| 0.2229 | 2.89 | |
| -0.3763 | -4.51 | |
| 0.3107 | 3.47 | |
| -0.2440 | -2.72 | |
| 0.1780 | 2.09 | |
| 0.0020 | 0.03 | |
| -0.1230 | -1.72 | |
| 0.0575 | 0.97 |
Estimation Period:
Dec 23, 1998 to Feb 20, 2026
Dec 23, 1998 to Feb 20, 2026
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