Korea Asset Investment EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.24% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1675 | 6.49 | |
| 0.3038 | 12.95 | |
| 0.9350 | 82.02 | |
| 0.0465 | 2.04 |
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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