Hankuk Paper MFG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.26% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0469 | 9.91 | |
| 0.1592 | 8.51 | |
| 0.7102 | 24.20 | |
| -0.1078 | -2.03 | |
| 0.0874 | 0.95 | |
| 0.1751 | 2.37 | |
| -0.3013 | -4.84 | |
| 0.2274 | 3.31 | |
| -0.1934 | -2.42 | |
| 0.2237 | 3.17 | |
| -0.1840 | -2.14 | |
| 0.1137 | 1.23 |
Estimation Period:
Jul 3, 1996 to Feb 20, 2026
Jul 3, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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