KCTC EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:60.43% (-9.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2634 | 28.16 | |
| 0.3453 | 41.27 | |
| 0.9035 | 238.27 | |
| 0.0329 | 4.63 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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