KT&G Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.01% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6544 | 7.39 | |
| 0.0460 | 6.06 | |
| 0.9354 | 82.29 | |
| 0.0060 | 0.44 | |
| 0.0066 | 0.31 | |
| -0.0397 | -2.33 | |
| 0.0975 | 4.55 |
Estimation Period:
Oct 8, 1999 to Feb 20, 2026
Oct 8, 1999 to Feb 20, 2026
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