Sangsangin Investment & Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:202.43% (-17.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9990 | 4.97 | |
| 0.1913 | 7.45 | |
| 0.7660 | 26.01 | |
| -0.0204 | -0.34 | |
| 0.1611 | 1.74 | |
| -0.3712 | -5.50 | |
| 0.4183 | 6.82 | |
| -0.2782 | -3.90 | |
| 0.0720 | 0.85 | |
| 0.1438 | 1.24 | |
| -0.2966 | -2.24 | |
| 0.2350 | 2.50 | |
| -0.0437 | -0.90 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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