KCTC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.76% (-9.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5977 | 5.21 | |
| 0.2128 | 9.10 | |
| 0.6981 | 26.57 | |
| -0.0433 | -0.73 | |
| 0.1230 | 1.35 | |
| -0.2225 | -3.15 | |
| 0.2491 | 3.78 | |
| -0.1720 | -2.65 | |
| 0.0921 | 1.32 | |
| -0.0558 | -0.76 | |
| 0.1054 | 1.54 | |
| -0.1388 | -1.63 | |
| 0.0794 | 0.95 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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