Shinyoung Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:89.72% (-8.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1564 | 7.01 | |
| 0.1232 | 10.29 | |
| 0.8220 | 47.95 | |
| 0.0327 | 0.92 | |
| -0.0048 | -0.09 | |
| -0.1610 | -3.29 | |
| 0.2749 | 4.48 | |
| -0.2476 | -3.73 | |
| 0.1800 | 3.25 | |
| -0.1172 | -2.56 | |
| 0.0889 | 1.88 | |
| -0.0674 | -1.79 |
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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