Green Cross Corp/South Korea Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.81% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9143 | 5.76 | |
| 0.1246 | 9.77 | |
| 0.8223 | 47.07 | |
| 0.0291 | 0.99 | |
| -0.0288 | -0.66 | |
| -0.0749 | -2.37 | |
| 0.1529 | 4.42 | |
| -0.1355 | -3.40 | |
| 0.1310 | 3.34 | |
| -0.1301 | -3.48 | |
| 0.0728 | 2.45 |
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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