Korea Information Cert Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.68% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2971 | 2.98 | |
| 0.1493 | 4.30 | |
| 0.6534 | 9.20 | |
| 0.3014 | 0.46 | |
| -1.2615 | -1.43 | |
| 2.0618 | 3.27 | |
| -2.0782 | -3.23 | |
| 2.6644 | 4.18 | |
| -3.8790 | -5.08 | |
| 3.7741 | 4.30 | |
| -2.0954 | -2.44 | |
| 0.6160 | 1.03 | |
| -0.1863 | -0.43 |
Estimation Period:
Feb 4, 2014 to Feb 13, 2026
Feb 4, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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