Korea Parts & Fasteners Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.22% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0772 | 5.53 | |
| 0.1021 | 6.65 | |
| 0.8535 | 49.28 | |
| 0.2157 | 4.13 | |
| -0.3428 | -4.08 | |
| 0.2461 | 3.54 | |
| -0.2410 | -3.56 | |
| 0.2535 | 4.41 | |
| -0.2237 | -4.42 | |
| 0.1190 | 3.16 |
Estimation Period:
Jan 26, 2001 to Feb 6, 2026
Jan 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Korea Parts & Fasteners Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities