Korea Asset Investment AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.82% (-5.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5307 | 12.04 | |
| 0.3521 | 12.40 | |
| 0.6854 | 42.60 | |
| 0.1025 | 0.73 |
Estimation Period:
Nov 20, 2019 to Feb 6, 2026
Nov 20, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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