Korea Ratings Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:49.34% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 12.51 | |
| 0.1205 | 24.75 | |
| 0.8687 | 164.16 |
Estimation Period:
Feb 19, 2007 to Feb 13, 2026
Feb 19, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Korea Ratings Corp Analyses
Other GARCH Analyses on International Equities