Sangsangin Investment & Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:86.97% (-10.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7980 | 6.31 | |
| 0.2056 | 7.02 | |
| 0.6929 | 20.25 | |
| -0.0077 | -0.22 | |
| 0.0956 | 1.79 | |
| -0.2560 | -6.12 | |
| 0.3247 | 7.08 | |
| -0.2884 | -5.92 | |
| 0.2425 | 4.19 | |
| -0.1584 | -2.68 | |
| -0.0566 | -1.07 | |
| 0.4288 | 4.14 |
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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