Dongbu Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:82.87% (+8.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7445 | 6.46 | |
| 0.1609 | 8.99 | |
| 0.7601 | 31.82 | |
| -0.0223 | -0.65 | |
| 0.0790 | 1.59 | |
| -0.1853 | -5.43 | |
| 0.2603 | 7.26 | |
| -0.2491 | -6.65 | |
| 0.2509 | 6.27 | |
| -0.2800 | -5.79 | |
| 0.2201 | 3.67 | |
| -0.0367 | -0.34 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities