Korea Asset In Trust Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.46% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4700 | 5.39 | |
| 0.1054 | 4.15 | |
| 0.7867 | 12.36 | |
| 0.0854 | 1.15 | |
| -0.1908 | -1.75 | |
| 0.2984 | 2.99 |
Estimation Period:
Jul 13, 2016 to Feb 13, 2026
Jul 13, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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