Seoul Broadcasting System Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.99% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3982 | 4.85 | |
| 0.0650 | 6.36 | |
| 0.8894 | 44.63 | |
| -0.1906 | -1.74 | |
| 0.4010 | 2.63 | |
| -0.2829 | -2.44 | |
| 0.0299 | 0.25 | |
| 0.0987 | 0.90 | |
| -0.1662 | -1.77 | |
| 0.3486 | 4.20 | |
| -0.4446 | -4.13 | |
| 0.3512 | 1.94 | |
| -0.4371 | -1.57 |
Estimation Period:
May 25, 1999 to Feb 20, 2026
May 25, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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