Boryung Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.10% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7877 | 7.78 | |
| 0.1252 | 8.81 | |
| 0.7976 | 38.71 | |
| -0.0104 | -0.32 | |
| 0.0247 | 0.50 | |
| -0.0984 | -2.72 | |
| 0.1867 | 4.92 | |
| -0.1625 | -4.21 | |
| 0.0743 | 2.03 | |
| 0.0098 | 0.23 | |
| -0.0646 | -1.12 | |
| 0.0329 | 0.46 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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