Hyungji Innovation And Creat Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.80% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4421 | 2.44 | |
| 0.1928 | 5.34 | |
| 0.6938 | 15.49 | |
| -0.9274 | -2.22 | |
| 1.5756 | 2.61 | |
| -1.1698 | -3.17 | |
| 0.8584 | 2.70 | |
| -0.6217 | -2.04 | |
| 0.3662 | 1.21 | |
| 0.2949 | 1.10 | |
| -0.8833 | -3.81 | |
| 0.8123 | 2.70 | |
| -0.4131 | -1.34 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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