Chonbang Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:48.80% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6927 | 4.12 | |
| 0.1706 | 8.00 | |
| 0.7554 | 26.50 | |
| -0.0334 | -0.41 | |
| 0.0591 | 0.51 | |
| -0.0439 | -0.61 | |
| 0.0011 | 0.02 | |
| -0.0110 | -0.16 | |
| 0.0943 | 1.26 | |
| -0.1412 | -1.96 | |
| 0.1799 | 2.33 | |
| -0.2541 | -2.09 | |
| 0.3923 | 2.01 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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