KCTC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:72.72% (-7.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5087 | 26.77 | |
| 0.1783 | 36.16 | |
| 0.7933 | 171.02 | |
| -0.2689 | -3.72 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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