KCTC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:131.68% (-8.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5451 | 5.07 | |
| 0.2145 | 9.35 | |
| 0.6855 | 25.86 | |
| -0.0757 | -1.29 | |
| 0.1777 | 1.98 | |
| -0.2671 | -3.90 | |
| 0.2908 | 4.55 | |
| -0.2085 | -3.31 | |
| 0.1297 | 1.89 | |
| -0.1081 | -1.52 | |
| 0.2028 | 3.22 | |
| -0.3529 | -5.45 | |
| 0.5713 | 5.53 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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