Korea Mcnulty Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.30% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6175 | 2.03 | |
| 0.0980 | 2.83 | |
| 0.7628 | 9.19 | |
| -0.0495 | -0.02 | |
| 0.6170 | 0.17 | |
| -0.5610 | -0.28 | |
| -0.1095 | -0.08 | |
| 0.0222 | 0.02 | |
| 0.3028 | 0.20 | |
| -1.4604 | -1.01 | |
| 3.1808 | 2.74 | |
| -3.2380 | -2.87 | |
| 1.6814 | 2.26 |
Estimation Period:
Dec 23, 2015 to Feb 13, 2026
Dec 23, 2015 to Feb 13, 2026
News Impact Curve
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