KT&G Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.27% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 14.21 | |
| 0.1043 | 22.99 | |
| 0.9913 | 1,402.18 | |
| 0.0073 | 1.55 |
Estimation Period:
Oct 8, 1999 to Feb 13, 2026
Oct 8, 1999 to Feb 13, 2026
News Impact Curve
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