Korea Aerospace Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:61.24% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9417 | 6.21 | |
| 0.1122 | 2.78 | |
| 0.7850 | 11.85 | |
| 0.3483 | 2.77 | |
| -0.3485 | -1.75 | |
| -0.1335 | -0.93 | |
| 0.3114 | 2.55 | |
| -0.3513 | -3.08 | |
| 0.5045 | 3.33 |
Estimation Period:
Jun 30, 2011 to Feb 20, 2026
Jun 30, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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