SK Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:240.16% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9715 | 5.93 | |
| 0.1802 | 7.59 | |
| 0.7642 | 27.30 | |
| 0.0031 | 0.07 | |
| 0.0849 | 1.16 | |
| -0.2087 | -3.62 | |
| 0.1618 | 2.75 | |
| -0.0395 | -0.69 | |
| -0.0494 | -0.83 | |
| 0.1209 | 1.94 | |
| -0.0927 | -1.18 | |
| -0.0316 | -0.27 | |
| 0.0963 | 0.95 |
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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