TS Corp/Korea EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.89% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0869 | 24.30 | |
| 0.2236 | 38.30 | |
| 0.9613 | 582.58 | |
| 0.0414 | 6.86 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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