SeAH Steel Holdings Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:54.92% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8996 | 7.26 | |
| 0.0688 | 8.34 | |
| 0.9023 | 75.66 | |
| 0.0528 | 3.08 | |
| -0.1045 | -3.76 | |
| 0.0785 | 3.69 | |
| -0.0400 | -2.17 | |
| 0.0368 | 1.86 | |
| -0.0490 | -1.49 |
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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