Sangsangin Investment & Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:82.14% (-10.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9644 | 5.31 | |
| 0.1978 | 7.63 | |
| 0.7499 | 25.31 | |
| -0.0197 | -0.35 | |
| 0.1583 | 1.82 | |
| -0.3608 | -5.70 | |
| 0.3940 | 6.63 | |
| -0.2489 | -3.59 | |
| 0.0527 | 0.65 | |
| 0.1502 | 1.37 | |
| -0.2921 | -2.32 | |
| 0.2239 | 2.49 | |
| -0.0348 | -0.73 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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