Jeju Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:137.90% (-12.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1250 | 3.56 | |
| 0.1726 | 9.84 | |
| 0.8099 | 45.57 | |
| 0.0239 | 0.54 | |
| -0.0128 | -0.18 | |
| -0.1028 | -1.67 | |
| 0.1491 | 2.44 | |
| -0.0221 | -0.42 | |
| -0.1057 | -2.03 | |
| 0.1762 | 3.66 | |
| -0.1711 | -5.09 |
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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