Koryo Credit Information EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.65% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 10.39 | |
| 0.1641 | 16.93 | |
| 0.9797 | 463.20 | |
| 0.0441 | 4.85 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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