YuHwa Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.88% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1128 | 7.48 | |
| 0.1854 | 6.67 | |
| 0.6816 | 18.06 | |
| -0.0306 | -0.78 | |
| 0.1484 | 2.48 | |
| -0.3095 | -6.84 | |
| 0.3029 | 6.44 | |
| -0.1191 | -2.48 | |
| -0.0469 | -0.95 | |
| 0.0684 | 1.47 | |
| 0.0656 | 1.24 | |
| -0.1515 | -2.48 | |
| 0.1854 | 2.26 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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