Kyung Nong Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.04% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0496 | 6.49 | |
| 0.1495 | 8.45 | |
| 0.8036 | 37.96 | |
| -0.0209 | -0.43 | |
| 0.1052 | 1.39 | |
| -0.2353 | -4.14 | |
| 0.2818 | 4.02 | |
| -0.2396 | -2.66 | |
| 0.1561 | 1.67 | |
| -0.0157 | -0.17 | |
| 0.0044 | 0.05 | |
| -0.1691 | -2.39 | |
| 0.2094 | 4.23 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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