Korea Economic Broadcasting Co Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.52% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8550 | 3.78 | |
| 0.1765 | 6.13 | |
| 0.7320 | 21.69 | |
| 0.4921 | 1.92 | |
| -0.6221 | -1.66 | |
| -0.0546 | -0.25 | |
| 0.6534 | 3.46 | |
| -0.8532 | -3.67 | |
| 0.5001 | 1.98 | |
| -0.1191 | -0.59 | |
| -0.0635 | -0.25 | |
| 0.1052 | 0.34 | |
| -0.0128 | -0.05 |
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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