Korea Aerospace Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.80% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9461 | 6.20 | |
| 0.1128 | 2.78 | |
| 0.7834 | 11.77 | |
| 0.3498 | 2.77 | |
| -0.3492 | -1.75 | |
| -0.1357 | -0.94 | |
| 0.3148 | 2.57 | |
| -0.3557 | -3.11 | |
| 0.5119 | 3.36 |
Estimation Period:
Jun 30, 2011 to Feb 6, 2026
Jun 30, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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