KT&G Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.83% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6544 | 7.39 | |
| 0.0460 | 6.06 | |
| 0.9353 | 82.20 | |
| 0.0060 | 0.44 | |
| 0.0068 | 0.31 | |
| -0.0400 | -2.35 | |
| 0.0980 | 4.58 |
Estimation Period:
Oct 8, 1999 to Feb 13, 2026
Oct 8, 1999 to Feb 13, 2026
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