YuHwa Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:74.13% (+52.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1568 | 7.16 | |
| 0.1771 | 6.38 | |
| 0.7127 | 18.09 | |
| -0.0089 | -0.21 | |
| 0.1087 | 1.71 | |
| -0.2753 | -5.73 | |
| 0.2764 | 5.62 | |
| -0.1048 | -2.10 | |
| -0.0544 | -1.06 | |
| 0.0810 | 1.70 | |
| 0.0346 | 0.66 | |
| -0.0800 | -1.45 | |
| 0.0165 | 0.38 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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