Shinyoung Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:112.10% (+40.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1289 | 8.37 | |
| 0.1252 | 9.84 | |
| 0.7864 | 37.51 | |
| 0.0390 | 1.33 | |
| -0.0126 | -0.27 | |
| -0.1618 | -4.00 | |
| 0.2832 | 5.45 | |
| -0.2594 | -4.63 | |
| 0.1826 | 3.94 | |
| -0.0926 | -2.38 | |
| 0.0089 | 0.21 | |
| 0.2161 | 3.08 |
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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