Green Cross Corp/South Korea Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:50.46% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9132 | 5.76 | |
| 0.1245 | 9.75 | |
| 0.8223 | 47.02 | |
| 0.0292 | 0.99 | |
| -0.0290 | -0.66 | |
| -0.0749 | -2.36 | |
| 0.1530 | 4.39 | |
| -0.1357 | -3.37 | |
| 0.1313 | 3.33 | |
| -0.1301 | -3.47 | |
| 0.0726 | 2.45 |
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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