KT Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.92% (+8.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7511 | 7.26 | |
| 0.0815 | 7.48 | |
| 0.8392 | 38.46 | |
| -0.1036 | -1.57 | |
| 0.0721 | 0.72 | |
| 0.2268 | 2.93 | |
| -0.3773 | -4.49 | |
| 0.3100 | 3.45 | |
| -0.2417 | -2.69 | |
| 0.1726 | 2.03 | |
| 0.0104 | 0.15 | |
| -0.1327 | -1.86 | |
| 0.0653 | 1.10 |
Estimation Period:
Dec 23, 1998 to Feb 6, 2026
Dec 23, 1998 to Feb 6, 2026
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