SB Sung Bo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.89% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3749 | 8.29 | |
| 0.1739 | 8.47 | |
| 0.7574 | 36.45 | |
| 0.0555 | 2.84 | |
| -0.1012 | -3.35 | |
| 0.0750 | 3.11 | |
| -0.0554 | -1.94 | |
| 0.0269 | 0.92 | |
| 0.0623 | 1.66 | |
| -0.2476 | -3.68 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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