TS Corp/Korea Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.18% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9135 | 6.59 | |
| 0.1486 | 8.23 | |
| 0.7735 | 29.76 | |
| -0.0026 | -0.06 | |
| 0.0636 | 1.01 | |
| -0.2355 | -5.33 | |
| 0.3551 | 7.33 | |
| -0.2857 | -4.70 | |
| 0.1544 | 2.27 | |
| -0.1099 | -1.82 | |
| 0.1626 | 2.76 | |
| -0.1604 | -2.47 | |
| -0.0585 | -0.64 |
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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