Kyobo Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:91.87% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7204 | 5.27 | |
| 0.0956 | 7.28 | |
| 0.8594 | 45.69 | |
| -0.0748 | -1.09 | |
| 0.2459 | 2.39 | |
| -0.3810 | -5.04 | |
| 0.3646 | 4.61 | |
| -0.2148 | -2.41 | |
| 0.0552 | 0.67 | |
| -0.0029 | -0.04 | |
| 0.2453 | 2.29 |
Estimation Period:
Dec 13, 1999 to Feb 20, 2026
Dec 13, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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