Jeju Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:82.47% (-7.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1207 | 3.58 | |
| 0.1728 | 9.84 | |
| 0.8095 | 45.45 | |
| 0.0243 | 0.55 | |
| -0.0135 | -0.20 | |
| -0.1022 | -1.66 | |
| 0.1494 | 2.45 | |
| -0.0236 | -0.45 | |
| -0.1036 | -2.00 | |
| 0.1744 | 3.63 | |
| -0.1700 | -5.08 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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