Kyeryong Construction Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.67% (-4.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6181 | 2.37 | |
| 0.2235 | 8.70 | |
| 0.7272 | 31.64 | |
| -0.3410 | -2.70 | |
| 0.3421 | 2.01 | |
| 0.0714 | 0.82 | |
| -0.1193 | -1.74 | |
| 0.0469 | 0.72 | |
| 0.0655 | 0.88 | |
| -0.1627 | -1.69 | |
| 0.2368 | 2.11 | |
| -0.3658 | -3.37 | |
| 0.5955 | 4.10 |
Estimation Period:
Jan 30, 1996 to Jan 30, 2026
Jan 30, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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