KT&G Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:28.27% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 5.31 | |
| 0.0457 | 32.04 | |
| 0.9507 | 661.13 | |
| -0.2908 | -4.98 |
Estimation Period:
Oct 8, 1999 to Feb 20, 2026
Oct 8, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities