Shinsegae Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.55% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7705 | 7.01 | |
| 0.0700 | 8.82 | |
| 0.8783 | 60.19 | |
| 0.0432 | 1.66 | |
| -0.0499 | -1.33 | |
| -0.0548 | -2.29 | |
| 0.1190 | 5.15 | |
| -0.0824 | -3.37 | |
| 0.0611 | 2.23 | |
| -0.1026 | -3.49 | |
| 0.1775 | 4.02 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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