Korea Ratings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.54% (+11.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8774 | 4.37 | |
| 0.2670 | 6.35 | |
| 0.4997 | 9.95 | |
| -0.6178 | -2.98 | |
| 1.0665 | 3.84 | |
| -0.7940 | -4.00 | |
| 0.6941 | 3.39 | |
| -0.5958 | -2.93 | |
| 0.4446 | 2.33 | |
| -0.3229 | -2.08 | |
| 0.1117 | 0.78 | |
| 0.0644 | 0.37 | |
| -0.0453 | -0.31 |
Estimation Period:
Feb 19, 2007 to Feb 6, 2026
Feb 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Korea Ratings Corp Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities