Korea Economic Broadcasting Co Ltd/The AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.02% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3153 | 16.87 | |
| 0.1941 | 32.34 | |
| 0.7663 | 144.97 | |
| 0.2557 | 4.76 |
Estimation Period:
Nov 28, 2005 to Feb 13, 2026
Nov 28, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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