SK Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:117.10% (-12.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9616 | 6.12 | |
| 0.1843 | 7.45 | |
| 0.7540 | 25.43 | |
| 0.0002 | 0.00 | |
| 0.0900 | 1.26 | |
| -0.2124 | -3.79 | |
| 0.1637 | 2.87 | |
| -0.0389 | -0.70 | |
| -0.0520 | -0.90 | |
| 0.1235 | 2.02 | |
| -0.0943 | -1.20 | |
| -0.0305 | -0.27 | |
| 0.0950 | 0.97 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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