Korea Asset Investment Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.99% (-4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0386 | 1.80 | |
| 0.2224 | 2.40 | |
| 0.5938 | 4.48 | |
| -7.5945 | -1.44 | |
| 15.4835 | 1.96 | |
| -14.9063 | -2.75 | |
| 9.9690 | 2.32 | |
| -2.4567 | -0.85 | |
| -2.5191 | -0.54 | |
| 5.3174 | 0.81 | |
| -7.6781 | -1.29 | |
| 7.9026 | 1.79 | |
| -6.0249 | -1.22 |
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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