Pureun Savings Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.05% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0097 | 3.92 | |
| 0.2066 | 6.77 | |
| 0.7541 | 25.19 | |
| 0.9799 | 2.16 | |
| -1.0930 | -1.50 | |
| 0.0050 | 0.01 | |
| 0.0578 | 0.23 | |
| 0.3035 | 1.24 | |
| -0.5272 | -2.66 | |
| 0.2814 | 1.68 | |
| 0.3721 | 2.21 | |
| -0.8282 | -5.14 | |
| 0.6199 | 5.79 |
Estimation Period:
Feb 8, 2001 to Feb 13, 2026
Feb 8, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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