YuHwa Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.50% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1761 | 7.62 | |
| 0.1821 | 6.57 | |
| 0.6941 | 18.58 | |
| -0.0038 | -0.09 | |
| 0.1041 | 1.71 | |
| -0.2775 | -6.00 | |
| 0.2778 | 5.84 | |
| -0.1028 | -2.11 | |
| -0.0561 | -1.12 | |
| 0.0783 | 1.67 | |
| 0.0414 | 0.81 | |
| -0.0920 | -1.71 | |
| 0.0298 | 0.71 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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