Hanyang Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.29% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0955 | 7.47 | |
| 0.1204 | 8.38 | |
| 0.8284 | 42.95 | |
| 0.0699 | 2.02 | |
| -0.0438 | -0.80 | |
| -0.1513 | -3.64 | |
| 0.2488 | 5.76 | |
| -0.2473 | -4.46 | |
| 0.1858 | 2.50 | |
| -0.0104 | -0.13 | |
| -0.0909 | -1.27 | |
| 0.0403 | 0.81 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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