Hanyang Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:62.50% (-5.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1011 | 7.54 | |
| 0.1210 | 8.42 | |
| 0.8273 | 42.82 | |
| 0.0694 | 2.01 | |
| -0.0427 | -0.78 | |
| -0.1518 | -3.63 | |
| 0.2496 | 5.77 | |
| -0.2501 | -4.54 | |
| 0.1894 | 2.56 | |
| -0.0136 | -0.17 | |
| -0.0887 | -1.23 | |
| 0.0394 | 0.79 |
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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