Hankuk Paper MFG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.63% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0480 | 9.95 | |
| 0.1591 | 8.52 | |
| 0.7094 | 24.04 | |
| -0.1067 | -2.02 | |
| 0.0852 | 0.93 | |
| 0.1777 | 2.41 | |
| -0.3035 | -4.88 | |
| 0.2287 | 3.34 | |
| -0.1941 | -2.45 | |
| 0.2231 | 3.16 | |
| -0.1811 | -2.06 | |
| 0.1103 | 1.17 |
Estimation Period:
Jul 3, 1996 to Jan 30, 2026
Jul 3, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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