TAEKYUNG BK Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.74% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4183 | 7.17 | |
| 0.1805 | 8.72 | |
| 0.7607 | 34.04 | |
| 0.0833 | 3.13 | |
| -0.1918 | -4.42 | |
| 0.1955 | 5.14 | |
| -0.1589 | -3.57 | |
| 0.1741 | 3.50 | |
| -0.1556 | -3.33 | |
| 0.0141 | 0.26 |
Estimation Period:
Jan 6, 1992 to Jan 30, 2026
Jan 6, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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