Green Cross Corp/South Korea Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:49.33% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9259 | 5.77 | |
| 0.1254 | 9.89 | |
| 0.8221 | 47.11 | |
| 0.0328 | 1.11 | |
| -0.0339 | -0.77 | |
| -0.0747 | -2.37 | |
| 0.1578 | 4.54 | |
| -0.1456 | -3.61 | |
| 0.1482 | 3.71 | |
| -0.1633 | -4.00 | |
| 0.1572 | 2.53 |
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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