Korea Ratings Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.42% (+11.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 16.07 | |
| 0.2029 | 33.32 | |
| 0.9804 | 494.16 | |
| 0.0329 | 4.60 |
Estimation Period:
Feb 19, 2007 to Feb 6, 2026
Feb 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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