Kt Alpha Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.53% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4689 | 4.34 | |
| 0.1080 | 6.19 | |
| 0.8537 | 38.30 | |
| 0.0169 | 0.16 | |
| -0.0131 | -0.09 | |
| 0.0006 | 0.00 | |
| -0.0746 | -0.56 | |
| 0.2126 | 1.43 | |
| -0.3677 | -2.53 | |
| 0.5569 | 3.76 | |
| -0.5684 | -2.90 | |
| 0.2902 | 1.28 | |
| -0.1103 | -0.35 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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