Kyung Nong Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.55% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0306 | 6.39 | |
| 0.1477 | 8.41 | |
| 0.8052 | 38.42 | |
| -0.0150 | -0.30 | |
| 0.0934 | 1.22 | |
| -0.2258 | -3.96 | |
| 0.2766 | 3.93 | |
| -0.2368 | -2.61 | |
| 0.1545 | 1.64 | |
| -0.0154 | -0.17 | |
| 0.0049 | 0.06 | |
| -0.1695 | -2.38 | |
| 0.2095 | 4.20 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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