Shinhung Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.64% (+21.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9543 | 2.61 | |
| 0.2410 | 5.90 | |
| 0.6883 | 19.99 | |
| -0.0186 | -0.37 | |
| 0.0196 | 0.25 | |
| -0.0884 | -1.50 | |
| 0.1944 | 3.25 | |
| -0.2106 | -3.11 | |
| 0.2172 | 3.35 | |
| -0.1898 | -2.22 | |
| 0.0498 | 0.47 | |
| 0.0796 | 1.07 |
Estimation Period:
Feb 8, 1991 to Feb 20, 2026
Feb 8, 1991 to Feb 20, 2026
News Impact Curve
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