Korea Information Cert EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.72% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1314 | 15.96 | |
| 0.1913 | 22.35 | |
| 0.9530 | 278.10 | |
| 0.0319 | 3.55 |
Estimation Period:
Feb 4, 2014 to Feb 6, 2026
Feb 4, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Korea Information Cert Analyses
Other EGARCH Analyses on International Equities