Shinyoung Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:76.88% (-6.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1252 | 8.30 | |
| 0.1260 | 9.85 | |
| 0.7852 | 37.33 | |
| 0.0375 | 1.27 | |
| -0.0101 | -0.22 | |
| -0.1637 | -4.04 | |
| 0.2848 | 5.46 | |
| -0.2604 | -4.64 | |
| 0.1835 | 3.98 | |
| -0.0941 | -2.43 | |
| 0.0124 | 0.29 | |
| 0.1990 | 2.84 |
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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