Baiksan Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.12% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4819 | 9.43 | |
| 0.1593 | 7.64 | |
| 0.6404 | 16.53 | |
| -0.0597 | -2.85 | |
| 0.1526 | 4.79 | |
| -0.1666 | -6.74 | |
| 0.1159 | 4.37 | |
| -0.0601 | -2.18 | |
| -0.0145 | -0.43 |
Estimation Period:
Aug 11, 1999 to Feb 13, 2026
Aug 11, 1999 to Feb 13, 2026
News Impact Curve
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