Shinyoung Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:103.08% (+45.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1576 | 7.00 | |
| 0.1235 | 10.28 | |
| 0.8218 | 47.93 | |
| 0.0327 | 0.92 | |
| -0.0049 | -0.09 | |
| -0.1610 | -3.29 | |
| 0.2749 | 4.47 | |
| -0.2476 | -3.72 | |
| 0.1800 | 3.24 | |
| -0.1172 | -2.55 | |
| 0.0889 | 1.87 | |
| -0.0674 | -1.79 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Shinyoung Securities Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities