YuHwa Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.87% (-4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1922 | 7.79 | |
| 0.1855 | 6.65 | |
| 0.6866 | 18.38 | |
| -0.0001 | -0.00 | |
| 0.0987 | 1.64 | |
| -0.2748 | -6.01 | |
| 0.2764 | 5.85 | |
| -0.1021 | -2.12 | |
| -0.0570 | -1.15 | |
| 0.0797 | 1.71 | |
| 0.0407 | 0.79 | |
| -0.0925 | -1.72 | |
| 0.0305 | 0.73 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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