TAEKYUNG BK Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.21% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4174 | 7.20 | |
| 0.1803 | 8.72 | |
| 0.7606 | 33.95 | |
| 0.0825 | 3.12 | |
| -0.1905 | -4.41 | |
| 0.1945 | 5.14 | |
| -0.1583 | -3.57 | |
| 0.1743 | 3.50 | |
| -0.1577 | -3.35 | |
| 0.0170 | 0.32 |
Estimation Period:
Jan 6, 1992 to Feb 20, 2026
Jan 6, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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