KTCS Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.01% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2080 | 14.13 | |
| 0.3834 | 13.65 | |
| 0.1212 | 4.48 | |
| 0.2305 | 0.93 | |
| 0.0799 | 1.82 | |
| 0.8731 | 10.11 |
Estimation Period:
Sep 16, 2010 to Feb 13, 2026
Sep 16, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities