KB NO 27 Special Purpose ACQ GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:5.63% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 8.08 | |
| 0.1921 | 5.96 | |
| 0.7877 | 61.43 | |
| -0.1471 | -4.03 |
Estimation Period:
Nov 2, 2023 to Feb 13, 2026
Nov 2, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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