Korea Electric Power Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:49.12% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1680 | 7.58 | |
| 0.0823 | 9.84 | |
| 0.8886 | 80.11 | |
| 0.0736 | 4.06 | |
| -0.1374 | -4.67 | |
| 0.1015 | 5.11 | |
| -0.0511 | -3.31 | |
| 0.0262 | 1.82 | |
| -0.0213 | -1.90 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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