Boryung Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:69.52% (-4.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7906 | 7.54 | |
| 0.1223 | 8.83 | |
| 0.8065 | 39.80 | |
| -0.0088 | -0.26 | |
| 0.0218 | 0.43 | |
| -0.0958 | -2.57 | |
| 0.1843 | 4.72 | |
| -0.1609 | -4.06 | |
| 0.0721 | 1.93 | |
| 0.0157 | 0.35 | |
| -0.0783 | -1.32 | |
| 0.0763 | 0.96 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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