Kyeryong Construction Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.12% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7246 | 3.18 | |
| 0.2244 | 9.06 | |
| 0.7386 | 34.73 | |
| -0.2280 | -5.21 | |
| 0.3095 | 4.89 | |
| -0.1191 | -3.03 | |
| 0.0624 | 1.69 | |
| -0.0214 | -0.52 | |
| -0.0265 | -0.65 | |
| 0.0390 | 1.40 |
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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