Dae Hyun Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.56% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9015 | 3.37 | |
| 0.0988 | 7.35 | |
| 0.8594 | 47.19 | |
| -0.0109 | -0.16 | |
| 0.1081 | 1.15 | |
| -0.2694 | -4.98 | |
| 0.2861 | 5.50 | |
| -0.1480 | -2.43 | |
| 0.0511 | 0.67 | |
| -0.0800 | -1.05 | |
| 0.1502 | 2.26 | |
| -0.1921 | -2.32 | |
| 0.1916 | 1.72 |
Estimation Period:
Sep 21, 1990 to Feb 20, 2026
Sep 21, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Dae Hyun Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities