Daegu Department Store Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.59% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7851 | 4.52 | |
| 0.0833 | 9.29 | |
| 0.8854 | 68.52 | |
| -0.0392 | -0.65 | |
| 0.1514 | 1.71 | |
| -0.2542 | -3.95 | |
| 0.1563 | 2.32 | |
| -0.0066 | -0.09 | |
| 0.0585 | 0.79 | |
| -0.1836 | -2.06 | |
| 0.3012 | 3.25 | |
| -0.3287 | -3.46 | |
| 0.2522 | 1.91 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Daegu Department Store Analyses
Other Spline-GARCH Analyses on International Equities