Jeju Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:97.91% (-8.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1249 | 3.56 | |
| 0.1726 | 9.85 | |
| 0.8099 | 45.61 | |
| 0.0241 | 0.55 | |
| -0.0134 | -0.19 | |
| -0.1023 | -1.66 | |
| 0.1495 | 2.45 | |
| -0.0235 | -0.45 | |
| -0.1039 | -2.00 | |
| 0.1749 | 3.63 | |
| -0.1708 | -5.08 |
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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