ILSUNG IS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:61.47% (-6.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0307 | 4.28 | |
| 0.1641 | 7.74 | |
| 0.8098 | 37.57 | |
| -0.0452 | -0.77 | |
| 0.1143 | 1.27 | |
| -0.1753 | -2.54 | |
| 0.1340 | 1.85 | |
| -0.0174 | -0.25 | |
| -0.0558 | -0.71 | |
| 0.1674 | 1.73 | |
| -0.2525 | -2.70 | |
| 0.2505 | 4.60 | |
| -0.2620 | -1.31 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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