Korea Real Estate Investment Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.73% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3224 | 4.45 | |
| 0.1941 | 7.99 | |
| 0.6058 | 14.33 | |
| -0.0462 | -0.33 | |
| 0.1966 | 0.95 | |
| -0.4015 | -3.07 | |
| 0.4989 | 4.29 | |
| -0.3611 | -3.35 | |
| 0.0291 | 0.27 | |
| 0.1495 | 1.55 | |
| 0.0573 | 0.65 | |
| -0.4692 | -4.87 | |
| 1.0774 | 8.15 |
Estimation Period:
Dec 7, 2001 to Feb 6, 2026
Dec 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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