Namsung Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.12% (+4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9446 | 6.01 | |
| 0.1304 | 7.00 | |
| 0.8400 | 36.10 | |
| 0.0258 | 1.40 | |
| -0.0503 | -1.63 | |
| 0.0064 | 0.25 | |
| 0.0762 | 3.29 | |
| -0.0998 | -4.07 | |
| 0.0507 | 2.40 |
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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