Hanyang Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:69.30% (-5.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9992 | 6.96 | |
| 0.1256 | 8.47 | |
| 0.8139 | 41.63 | |
| 0.0107 | 0.23 | |
| 0.0955 | 1.33 | |
| -0.3021 | -5.90 | |
| 0.3297 | 6.42 | |
| -0.2074 | -3.81 | |
| 0.0644 | 1.33 | |
| 0.0387 | 0.69 | |
| 0.0656 | 0.83 | |
| -0.2378 | -2.49 | |
| 0.3697 | 3.28 |
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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