Korea Real Estate Investment AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.55% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 17.69 | |
| 0.1010 | 59.96 | |
| 0.9082 | 692.23 | |
| -0.0953 | -2.13 |
Estimation Period:
Dec 7, 2001 to Feb 13, 2026
Dec 7, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Korea Real Estate Investment Analyses
Other AGARCH Analyses on International Equities