YuHwa Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.38% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0866 | 7.31 | |
| 0.1860 | 6.68 | |
| 0.6794 | 17.96 | |
| -0.0374 | -0.95 | |
| 0.1573 | 2.62 | |
| -0.3122 | -6.92 | |
| 0.3041 | 6.48 | |
| -0.1202 | -2.51 | |
| -0.0459 | -0.94 | |
| 0.0677 | 1.46 | |
| 0.0663 | 1.26 | |
| -0.1528 | -2.51 | |
| 0.1872 | 2.29 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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