Shinhung Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:6.64% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9074 | 2.59 | |
| 0.2280 | 5.93 | |
| 0.7025 | 21.32 | |
| -0.0236 | -0.45 | |
| 0.0261 | 0.32 | |
| -0.0918 | -1.54 | |
| 0.1983 | 3.29 | |
| -0.2146 | -3.16 | |
| 0.2197 | 3.38 | |
| -0.1866 | -2.13 | |
| 0.0366 | 0.34 | |
| 0.0942 | 1.26 |
Estimation Period:
Feb 8, 1991 to Jan 30, 2026
Feb 8, 1991 to Jan 30, 2026
News Impact Curve
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