K-Top Reits Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:6.62% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3953 | 2.28 | |
| 0.3449 | 4.53 | |
| 0.5050 | 7.92 | |
| -0.8860 | -1.66 | |
| 2.0881 | 2.77 | |
| -2.1620 | -5.29 | |
| 1.1372 | 3.30 | |
| 0.3955 | 1.31 | |
| -1.5706 | -5.25 | |
| 1.7285 | 4.63 | |
| -1.3824 | -2.30 |
Estimation Period:
Jan 31, 2012 to Feb 20, 2026
Jan 31, 2012 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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