Shinyoung Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.32% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1248 | 8.29 | |
| 0.1256 | 9.85 | |
| 0.7860 | 37.51 | |
| 0.0385 | 1.30 | |
| -0.0122 | -0.26 | |
| -0.1616 | -3.99 | |
| 0.2832 | 5.44 | |
| -0.2596 | -4.62 | |
| 0.1832 | 3.95 | |
| -0.0941 | -2.42 | |
| 0.0125 | 0.29 | |
| 0.2038 | 2.89 |
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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