KT&G Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.11% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 5.20 | |
| 0.0458 | 32.04 | |
| 0.9507 | 660.18 | |
| -0.2942 | -5.02 |
Estimation Period:
Oct 8, 1999 to Feb 6, 2026
Oct 8, 1999 to Feb 6, 2026
News Impact Curve
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