KCTC GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:88.37% (-9.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5197 | 25.35 | |
| 0.1799 | 36.15 | |
| 0.7923 | 169.18 |
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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