Koryo Credit Information Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.68% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0520 | 4.55 | |
| 0.1324 | 5.93 | |
| 0.7970 | 24.76 | |
| -0.0389 | -0.13 | |
| -0.1773 | -0.41 | |
| 0.6825 | 2.64 | |
| -0.9590 | -2.79 | |
| 0.7593 | 2.26 | |
| -0.3685 | -1.31 | |
| 0.3185 | 1.19 | |
| -0.6712 | -2.72 | |
| 0.9816 | 3.26 |
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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