Korea Asset In Trust Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.66% (+9.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0697 | 13.81 | |
| 0.2434 | 27.50 | |
| 0.9514 | 210.02 | |
| 0.0215 | 1.82 |
Estimation Period:
Jul 13, 2016 to Feb 6, 2026
Jul 13, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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