Koryo Credit Information Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.71% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0464 | 4.51 | |
| 0.1327 | 5.92 | |
| 0.7980 | 25.17 | |
| -0.0521 | -0.18 | |
| -0.1550 | -0.36 | |
| 0.6624 | 2.52 | |
| -0.9334 | -2.64 | |
| 0.7270 | 2.12 | |
| -0.3276 | -1.14 | |
| 0.2500 | 0.94 | |
| -0.5161 | -2.30 | |
| 0.5558 | 3.56 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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