Hanyang Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.34% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0677 | 7.31 | |
| 0.1188 | 8.31 | |
| 0.8298 | 42.96 | |
| 0.0649 | 1.86 | |
| -0.0373 | -0.68 | |
| -0.1529 | -3.68 | |
| 0.2484 | 5.77 | |
| -0.2461 | -4.48 | |
| 0.1848 | 2.51 | |
| -0.0106 | -0.14 | |
| -0.0902 | -1.27 | |
| 0.0401 | 0.81 |
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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