Chonbang Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:54.69% (-4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6952 | 4.11 | |
| 0.1706 | 8.00 | |
| 0.7561 | 26.62 | |
| -0.0327 | -0.39 | |
| 0.0581 | 0.50 | |
| -0.0434 | -0.60 | |
| 0.0012 | 0.02 | |
| -0.0121 | -0.18 | |
| 0.0958 | 1.27 | |
| -0.1421 | -1.96 | |
| 0.1803 | 2.28 | |
| -0.2533 | -2.02 | |
| 0.3833 | 1.89 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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