Shinsegae Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.23% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8372 | 7.56 | |
| 0.0629 | 8.81 | |
| 0.9011 | 75.40 | |
| 0.0526 | 3.71 | |
| -0.1067 | -5.02 | |
| 0.0745 | 5.40 | |
| -0.0104 | -0.78 | |
| -0.0248 | -1.71 | |
| 0.0215 | 1.94 |
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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