Hankuk Paper MFG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.33% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0331 | 9.50 | |
| 0.1532 | 8.13 | |
| 0.7229 | 24.73 | |
| -0.0884 | -1.38 | |
| 0.0026 | 0.02 | |
| 0.2941 | 3.40 | |
| -0.3264 | -3.77 | |
| 0.1112 | 1.35 | |
| 0.0305 | 0.34 | |
| -0.1080 | -0.88 | |
| 0.1850 | 1.35 | |
| -0.1296 | -0.69 | |
| -0.1031 | -0.32 |
Estimation Period:
Jul 3, 1996 to Feb 20, 2026
Jul 3, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Hankuk Paper MFG Analyses
Other Spline-GARCH Analyses on International Equities