Hae In Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.84% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5957 | 5.41 | |
| 0.1377 | 8.72 | |
| 0.8035 | 38.93 | |
| -0.0211 | -0.39 | |
| 0.0823 | 1.03 | |
| -0.1790 | -3.27 | |
| 0.1721 | 3.21 | |
| -0.0516 | -0.88 | |
| -0.0704 | -1.19 | |
| 0.1950 | 3.40 | |
| -0.1736 | -2.39 | |
| -0.0273 | -0.33 | |
| 0.1326 | 1.17 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities