Yuanta Securities Korea Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:54.53% (+9.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8920 | 7.51 | |
| 0.1000 | 8.41 | |
| 0.8413 | 50.38 | |
| 0.0522 | 1.62 | |
| -0.0244 | -0.49 | |
| -0.1269 | -3.38 | |
| 0.1806 | 4.37 | |
| -0.1533 | -3.61 | |
| 0.1341 | 3.67 | |
| -0.1042 | -2.77 | |
| 0.0575 | 1.32 | |
| -0.0092 | -0.27 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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