Baiksan Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.84% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3963 | 8.78 | |
| 0.1621 | 7.35 | |
| 0.6223 | 14.95 | |
| -0.1038 | -2.41 | |
| 0.1685 | 2.44 | |
| -0.0148 | -0.27 | |
| -0.1345 | -2.84 | |
| 0.1092 | 2.41 | |
| 0.0247 | 0.60 | |
| -0.1379 | -3.43 | |
| 0.1383 | 4.34 |
Estimation Period:
Aug 11, 1999 to Jan 30, 2026
Aug 11, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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