Korea Asset Investment Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.85% (-5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0406 | 1.79 | |
| 0.2204 | 2.39 | |
| 0.5966 | 4.49 | |
| -7.4392 | -1.40 | |
| 15.2089 | 1.92 | |
| -14.6939 | -2.70 | |
| 9.8074 | 2.28 | |
| -2.3602 | -0.82 | |
| -2.5195 | -0.54 | |
| 5.1679 | 0.79 | |
| -7.2494 | -1.24 | |
| 6.8659 | 1.71 | |
| -3.2565 | -1.60 |
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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