KT&G Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.27% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5859 | 7.95 | |
| 0.0430 | 6.68 | |
| 0.9491 | 119.53 | |
| 0.0016 | 3.48 |
Estimation Period:
Oct 8, 1999 to Feb 6, 2026
Oct 8, 1999 to Feb 6, 2026
News Impact Curve
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