SK Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:188.03% (+105.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9055 | 6.26 | |
| 0.1731 | 7.56 | |
| 0.7618 | 25.67 | |
| -0.0187 | -0.41 | |
| 0.1249 | 1.79 | |
| -0.2443 | -4.50 | |
| 0.1923 | 3.44 | |
| -0.0589 | -1.07 | |
| -0.0396 | -0.70 | |
| 0.1102 | 1.78 | |
| -0.0649 | -0.76 | |
| -0.1093 | -0.80 | |
| 0.3709 | 1.84 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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