Boryung Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.37% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7870 | 7.72 | |
| 0.1257 | 8.85 | |
| 0.7973 | 38.83 | |
| -0.0091 | -0.28 | |
| 0.0221 | 0.45 | |
| -0.0961 | -2.65 | |
| 0.1851 | 4.88 | |
| -0.1620 | -4.19 | |
| 0.0741 | 2.03 | |
| 0.0107 | 0.25 | |
| -0.0678 | -1.17 | |
| 0.0440 | 0.60 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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