Kbg Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.94% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3758 | 1.48 | |
| 0.2438 | 3.18 | |
| 0.6481 | 7.40 | |
| 1.2660 | 0.37 | |
| -3.4019 | -0.72 | |
| 3.3156 | 1.32 | |
| 1.3696 | 0.74 | |
| -6.7710 | -4.39 | |
| 6.3601 | 3.85 | |
| -2.8005 | -1.37 | |
| 1.0729 | 0.61 |
Estimation Period:
Aug 1, 2019 to Jan 30, 2026
Aug 1, 2019 to Jan 30, 2026
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