Korea Electric Power Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.78% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8199 | 5.28 | |
| 0.0891 | 10.04 | |
| 0.8637 | 62.39 | |
| -0.0944 | -1.77 | |
| 0.2396 | 3.12 | |
| -0.3165 | -6.16 | |
| 0.2337 | 4.83 | |
| -0.0518 | -1.12 | |
| 0.0079 | 0.15 | |
| -0.0602 | -1.02 | |
| 0.0885 | 1.66 | |
| -0.0890 | -1.59 | |
| 0.1740 | 1.98 |
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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