KCTC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:81.13% (-6.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5444 | 5.08 | |
| 0.2155 | 9.37 | |
| 0.6839 | 25.73 | |
| -0.0753 | -1.29 | |
| 0.1768 | 1.99 | |
| -0.2665 | -3.92 | |
| 0.2911 | 4.58 | |
| -0.2098 | -3.35 | |
| 0.1314 | 1.93 | |
| -0.1092 | -1.54 | |
| 0.2028 | 3.23 | |
| -0.3537 | -5.47 | |
| 0.5834 | 5.70 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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