SK Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:107.17% (-9.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9601 | 6.12 | |
| 0.1841 | 7.46 | |
| 0.7543 | 25.48 | |
| 0.0004 | 0.01 | |
| 0.0894 | 1.26 | |
| -0.2119 | -3.80 | |
| 0.1642 | 2.89 | |
| -0.0404 | -0.73 | |
| -0.0499 | -0.87 | |
| 0.1220 | 2.01 | |
| -0.0944 | -1.22 | |
| -0.0295 | -0.26 | |
| 0.0947 | 0.96 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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