Korea Electric Power Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.67% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1682 | 7.52 | |
| 0.0819 | 9.83 | |
| 0.8896 | 80.79 | |
| 0.0738 | 4.03 | |
| -0.1377 | -4.63 | |
| 0.1016 | 5.07 | |
| -0.0510 | -3.28 | |
| 0.0262 | 1.80 | |
| -0.0214 | -1.89 |
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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