Seowon Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:54.05% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8189 | 6.21 | |
| 0.1385 | 6.12 | |
| 0.7960 | 21.80 | |
| -0.2528 | -3.26 | |
| 0.2787 | 2.30 | |
| 0.0458 | 0.48 | |
| -0.0321 | -0.31 | |
| -0.2098 | -2.13 | |
| 0.3595 | 3.26 | |
| -0.3301 | -2.26 | |
| 0.2401 | 1.52 | |
| -0.1897 | -1.61 | |
| 0.1369 | 2.23 |
Estimation Period:
Jan 30, 1996 to Jan 30, 2026
Jan 30, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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