Hanyang Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:69.99% (+7.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9992 | 6.95 | |
| 0.1256 | 8.46 | |
| 0.8139 | 41.62 | |
| 0.0107 | 0.23 | |
| 0.0955 | 1.33 | |
| -0.3021 | -5.90 | |
| 0.3297 | 6.42 | |
| -0.2075 | -3.81 | |
| 0.0644 | 1.33 | |
| 0.0387 | 0.69 | |
| 0.0656 | 0.83 | |
| -0.2377 | -2.49 | |
| 0.3694 | 3.27 |
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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