Kyung Nong Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.36% (+19.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0230 | 6.45 | |
| 0.1472 | 8.33 | |
| 0.8046 | 37.89 | |
| -0.0165 | -0.33 | |
| 0.0966 | 1.26 | |
| -0.2289 | -4.02 | |
| 0.2784 | 3.93 | |
| -0.2362 | -2.60 | |
| 0.1515 | 1.61 | |
| -0.0114 | -0.12 | |
| 0.0027 | 0.03 | |
| -0.1696 | -2.40 | |
| 0.2093 | 4.18 |
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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