YuHwa Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:102.52% (-6.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1035 | 7.34 | |
| 0.1851 | 6.69 | |
| 0.6855 | 18.22 | |
| -0.0319 | -0.80 | |
| 0.1493 | 2.47 | |
| -0.3085 | -6.75 | |
| 0.3030 | 6.38 | |
| -0.1215 | -2.53 | |
| -0.0437 | -0.89 | |
| 0.0651 | 1.41 | |
| 0.0731 | 1.38 | |
| -0.1730 | -2.72 | |
| 0.2601 | 2.55 |
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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