Jeju Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:67.29% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1119 | 3.83 | |
| 0.1800 | 9.36 | |
| 0.7984 | 42.44 | |
| 0.0330 | 0.79 | |
| -0.0259 | -0.39 | |
| -0.0960 | -1.63 | |
| 0.1414 | 2.41 | |
| -0.0058 | -0.11 | |
| -0.1413 | -2.68 | |
| 0.2649 | 4.41 | |
| -0.4424 | -4.44 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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