Hanyang Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.42% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9309 | 6.38 | |
| 0.1253 | 8.44 | |
| 0.8142 | 41.66 | |
| -0.0126 | -0.27 | |
| 0.1272 | 1.74 | |
| -0.3138 | -6.09 | |
| 0.3335 | 6.47 | |
| -0.2069 | -3.79 | |
| 0.0621 | 1.28 | |
| 0.0404 | 0.71 | |
| 0.0651 | 0.82 | |
| -0.2350 | -2.46 | |
| 0.3545 | 3.21 |
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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