KT&G Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.31% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 14.16 | |
| 0.1043 | 22.97 | |
| 0.9913 | 1,398.23 | |
| 0.0074 | 1.56 |
Estimation Period:
Oct 8, 1999 to Feb 6, 2026
Oct 8, 1999 to Feb 6, 2026
News Impact Curve
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