Kyeryong Construction Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:79.95% (+19.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6175 | 2.38 | |
| 0.2229 | 8.69 | |
| 0.7276 | 31.63 | |
| -0.3404 | -2.71 | |
| 0.3422 | 2.01 | |
| 0.0702 | 0.80 | |
| -0.1189 | -1.73 | |
| 0.0483 | 0.75 | |
| 0.0620 | 0.84 | |
| -0.1578 | -1.65 | |
| 0.2320 | 2.08 | |
| -0.3652 | -3.39 | |
| 0.6161 | 4.36 |
Estimation Period:
Jan 30, 1996 to Feb 6, 2026
Jan 30, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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