Daegu Department Store Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.86% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8289 | 5.07 | |
| 0.0828 | 9.19 | |
| 0.8855 | 67.14 | |
| -0.0096 | -0.17 | |
| 0.1014 | 1.18 | |
| -0.2169 | -3.36 | |
| 0.1267 | 1.89 | |
| 0.0167 | 0.23 | |
| 0.0375 | 0.51 | |
| -0.1602 | -1.79 | |
| 0.2681 | 2.94 | |
| -0.2690 | -3.38 | |
| 0.1179 | 1.75 |
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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