MonAmi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.37% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7287 | 6.44 | |
| 0.1338 | 8.75 | |
| 0.8058 | 31.14 | |
| -0.0086 | -0.20 | |
| 0.0383 | 0.59 | |
| -0.1260 | -2.74 | |
| 0.1786 | 3.73 | |
| -0.1354 | -2.51 | |
| 0.1148 | 1.97 | |
| -0.1370 | -2.28 | |
| 0.1694 | 2.52 | |
| -0.1905 | -1.53 | |
| 0.1400 | 1.06 |
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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