Korea Ratings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.07% (+11.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8750 | 4.33 | |
| 0.2711 | 6.46 | |
| 0.5004 | 10.13 | |
| -0.6380 | -3.06 | |
| 1.1017 | 3.95 | |
| -0.8232 | -4.14 | |
| 0.7210 | 3.52 | |
| -0.6201 | -3.04 | |
| 0.4663 | 2.43 | |
| -0.3415 | -2.16 | |
| 0.1273 | 0.81 | |
| 0.0490 | 0.21 | |
| -0.0200 | -0.06 |
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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