Korea Mcnulty Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.80% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8429 | 3.98 | |
| 0.1005 | 2.91 | |
| 0.7566 | 8.97 | |
| 0.4152 | 0.70 | |
| -0.1635 | -0.17 | |
| -0.4570 | -0.65 | |
| 0.3274 | 0.64 | |
| -0.6894 | -1.82 | |
| 1.6699 | 3.32 | |
| -3.0769 | -2.90 |
Estimation Period:
Dec 23, 2015 to Feb 13, 2026
Dec 23, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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