SB Sung Bo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.06% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2058 | 6.91 | |
| 0.1651 | 7.49 | |
| 0.7676 | 32.49 | |
| -0.0216 | -0.45 | |
| 0.0896 | 1.23 | |
| -0.1787 | -3.70 | |
| 0.1894 | 3.36 | |
| -0.1070 | -1.47 | |
| 0.0132 | 0.19 | |
| -0.0023 | -0.03 | |
| 0.1294 | 1.62 | |
| -0.2306 | -2.63 | |
| 0.1658 | 2.61 |
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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