KCTC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:81.97% (-8.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5115 | 26.46 | |
| 0.1935 | 21.83 | |
| 0.7958 | 172.36 | |
| -0.0364 | -2.54 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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