Shinhung Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:5.58% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9099 | 2.63 | |
| 0.2276 | 6.04 | |
| 0.7011 | 21.30 | |
| -0.0209 | -0.40 | |
| 0.0215 | 0.27 | |
| -0.0874 | -1.48 | |
| 0.1934 | 3.23 | |
| -0.2094 | -3.08 | |
| 0.2145 | 3.29 | |
| -0.1816 | -2.08 | |
| 0.0311 | 0.29 | |
| 0.0998 | 1.32 |
Estimation Period:
Feb 8, 1991 to Feb 13, 2026
Feb 8, 1991 to Feb 13, 2026
News Impact Curve
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