Shinhung Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.61% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1161 | 27.80 | |
| 0.3030 | 31.53 | |
| 0.9481 | 382.16 | |
| 0.0886 | 10.07 |
Estimation Period:
Feb 8, 1991 to Jan 30, 2026
Feb 8, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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