KT&G Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.31% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5857 | 7.95 | |
| 0.0430 | 6.69 | |
| 0.9491 | 119.57 | |
| 0.0016 | 3.48 |
Estimation Period:
Oct 8, 1999 to Feb 13, 2026
Oct 8, 1999 to Feb 13, 2026
News Impact Curve
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