Shinsegae Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:50.78% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7732 | 7.01 | |
| 0.0696 | 8.82 | |
| 0.8793 | 60.70 | |
| 0.0445 | 1.71 | |
| -0.0522 | -1.39 | |
| -0.0532 | -2.22 | |
| 0.1178 | 5.10 | |
| -0.0818 | -3.34 | |
| 0.0608 | 2.21 | |
| -0.1032 | -3.51 | |
| 0.1830 | 4.15 |
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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