Hankook & Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:66.92% (+10.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8593 | 6.69 | |
| 0.0670 | 7.18 | |
| 0.9069 | 57.96 | |
| 0.0579 | 3.29 | |
| -0.1095 | -4.04 | |
| 0.0768 | 4.33 | |
| -0.0554 | -3.60 | |
| 0.0720 | 4.43 | |
| -0.0600 | -4.44 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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