Mirae Asset Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:118.16% (-3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7957 | 7.12 | |
| 0.0776 | 8.32 | |
| 0.8870 | 68.07 | |
| -0.0236 | -0.49 | |
| 0.1514 | 2.07 | |
| -0.2910 | -5.60 | |
| 0.2169 | 4.68 | |
| -0.0426 | -0.96 | |
| -0.0711 | -1.48 | |
| 0.1498 | 3.04 | |
| -0.1447 | -2.77 | |
| 0.0682 | 1.23 | |
| 0.1637 | 1.87 |
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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