iMarketKorea Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.49% (-3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9372 | 6.82 | |
| 0.1896 | 4.60 | |
| 0.5990 | 8.56 | |
| 0.1671 | 2.85 | |
| -0.2194 | -2.42 | |
| 0.0635 | 1.02 | |
| -0.1228 | -1.81 | |
| 0.3204 | 2.78 |
Estimation Period:
Jul 30, 2010 to Feb 20, 2026
Jul 30, 2010 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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