KEPCO Engineering & Construction Co Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:79.99% (-4.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1377 | 16.60 | |
| 0.1915 | 27.05 | |
| 0.9442 | 256.92 | |
| 0.0176 | 2.47 |
Estimation Period:
Dec 14, 2009 to Jan 30, 2026
Dec 14, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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