Korea Alcohol Industrial Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.90% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3235 | 4.61 | |
| 0.1206 | 8.64 | |
| 0.8269 | 45.36 | |
| -0.0460 | -0.30 | |
| 0.1423 | 0.60 | |
| -0.2251 | -1.48 | |
| 0.1180 | 0.95 | |
| 0.1999 | 1.30 | |
| -0.4054 | -2.44 | |
| 0.4369 | 2.61 | |
| -0.4285 | -2.05 | |
| 0.3013 | 1.57 | |
| -0.0948 | -0.90 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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