MonAmi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.24% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7053 | 6.38 | |
| 0.1337 | 8.72 | |
| 0.8051 | 31.02 | |
| -0.0300 | -0.70 | |
| 0.0722 | 1.13 | |
| -0.1451 | -3.14 | |
| 0.1882 | 3.94 | |
| -0.1404 | -2.61 | |
| 0.1188 | 2.04 | |
| -0.1406 | -2.33 | |
| 0.1714 | 2.59 | |
| -0.1912 | -1.56 | |
| 0.1409 | 1.07 |
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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