Korea NO 14 Special Purpose EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.80% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5074 | 7.78 | |
| 0.1353 | 2.64 | |
| -0.5660 | -4.00 | |
| 0.3244 | 5.76 |
Estimation Period:
Apr 29, 2025 to Feb 6, 2026
Apr 29, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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