Castec Korea Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:11.14% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6335 | 3.77 | |
| 0.2130 | 3.95 | |
| 0.5781 | 7.76 | |
| -0.1096 | -0.17 | |
| 0.4237 | 0.43 | |
| 0.6869 | 0.84 | |
| -2.6782 | -3.78 | |
| 3.1572 | 5.64 | |
| -2.3477 | -5.37 | |
| 0.8589 | 1.58 | |
| 0.6321 | 0.76 | |
| -1.5313 | -1.48 | |
| 0.5639 | 0.46 |
Estimation Period:
May 27, 2014 to Feb 13, 2026
May 27, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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