Korea Real Estate Investment Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.59% (+1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6574 | 5.00 | |
| 0.1556 | 7.93 | |
| 0.7560 | 28.22 | |
| 0.1633 | 1.95 | |
| -0.2828 | -2.27 | |
| 0.2165 | 2.71 | |
| -0.1209 | -1.52 | |
| -0.0901 | -1.05 | |
| 0.2745 | 3.57 | |
| -0.2999 | -4.37 | |
| 0.2195 | 4.34 |
Estimation Period:
Dec 7, 2001 to Feb 13, 2026
Dec 7, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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