Kt Alpha Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.31% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4411 | 4.24 | |
| 0.1082 | 6.19 | |
| 0.8534 | 38.27 | |
| 0.0109 | 0.11 | |
| -0.0067 | -0.04 | |
| -0.0026 | -0.02 | |
| -0.0639 | -0.48 | |
| 0.1927 | 1.29 | |
| -0.3440 | -2.38 | |
| 0.5323 | 3.62 | |
| -0.5355 | -2.80 | |
| 0.2339 | 1.22 | |
| 0.0100 | 0.08 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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