Daegu Department Store Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.63% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8292 | 5.02 | |
| 0.0831 | 9.21 | |
| 0.8856 | 67.34 | |
| -0.0079 | -0.14 | |
| 0.0990 | 1.14 | |
| -0.2162 | -3.34 | |
| 0.1264 | 1.88 | |
| 0.0180 | 0.24 | |
| 0.0354 | 0.48 | |
| -0.1584 | -1.76 | |
| 0.2663 | 2.92 | |
| -0.2663 | -3.33 | |
| 0.1155 | 1.70 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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