Korea Asset In Trust Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.24% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2456 | 5.21 | |
| 0.1237 | 4.57 | |
| 0.7857 | 16.08 | |
| -0.0320 | -1.13 | |
| 0.0552 | 1.56 |
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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