SB Sung Bo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.20% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1739 | 6.78 | |
| 0.1646 | 7.46 | |
| 0.7673 | 32.31 | |
| -0.0272 | -0.56 | |
| 0.0967 | 1.33 | |
| -0.1810 | -3.76 | |
| 0.1902 | 3.39 | |
| -0.1067 | -1.47 | |
| 0.0119 | 0.17 | |
| -0.0006 | -0.01 | |
| 0.1282 | 1.61 | |
| -0.2305 | -2.64 | |
| 0.1662 | 2.64 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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