KCTC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:104.44% (-10.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2630 | 28.12 | |
| 0.3451 | 41.26 | |
| 0.9037 | 238.33 | |
| 0.0330 | 4.64 |
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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