Sajodaerim Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.27% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7267 | 7.33 | |
| 0.1948 | 9.36 | |
| 0.7234 | 27.81 | |
| 0.0072 | 0.27 | |
| -0.0187 | -0.47 | |
| 0.0192 | 0.70 | |
| -0.0772 | -2.44 | |
| 0.1519 | 4.33 | |
| -0.1243 | -3.64 | |
| 0.0782 | 2.46 | |
| -0.1046 | -2.63 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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