Shinyoung Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:68.52% (-6.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1523 | 7.10 | |
| 0.1246 | 10.20 | |
| 0.8175 | 46.75 | |
| 0.0318 | 0.91 | |
| -0.0032 | -0.06 | |
| -0.1626 | -3.39 | |
| 0.2764 | 4.57 | |
| -0.2488 | -3.82 | |
| 0.1806 | 3.34 | |
| -0.1173 | -2.62 | |
| 0.0883 | 1.90 | |
| -0.0665 | -1.80 |
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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