SK Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:118.69% (-12.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9056 | 6.37 | |
| 0.1777 | 7.45 | |
| 0.7528 | 24.01 | |
| -0.0188 | -0.42 | |
| 0.1253 | 1.83 | |
| -0.2451 | -4.59 | |
| 0.1928 | 3.52 | |
| -0.0584 | -1.08 | |
| -0.0415 | -0.74 | |
| 0.1131 | 1.85 | |
| -0.0689 | -0.81 | |
| -0.1016 | -0.75 | |
| 0.3420 | 1.75 |
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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