KakaoBank Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:42.47% (-6.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0756 | 22.08 | |
| 0.2146 | 17.10 | |
| 0.5242 | 45.14 | |
| -1.0200 | -7.84 |
Estimation Period:
Aug 6, 2021 to Feb 13, 2026
Aug 6, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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