Tokai Carbon Korea Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.81% (+2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0018 | 7.69 | |
| 0.0969 | 6.60 | |
| 0.7881 | 23.34 | |
| 0.4224 | 7.04 | |
| -0.6181 | -6.60 | |
| 0.2214 | 3.05 | |
| 0.0431 | 0.63 | |
| -0.1098 | -1.58 | |
| 0.0476 | 0.67 | |
| -0.0058 | -0.08 | |
| -0.0012 | -0.02 |
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Sep 2, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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