Yuanta Securities Korea Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.38% (+8.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8975 | 7.77 | |
| 0.1026 | 8.30 | |
| 0.8335 | 47.63 | |
| 0.0562 | 1.79 | |
| -0.0285 | -0.59 | |
| -0.1302 | -3.59 | |
| 0.1893 | 4.70 | |
| -0.1621 | -3.91 | |
| 0.1357 | 3.79 | |
| -0.0902 | -2.37 | |
| 0.0125 | 0.26 | |
| 0.1263 | 1.75 |
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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