Kyung-In Synthetic Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.47% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2186 | 5.63 | |
| 0.1194 | 6.18 | |
| 0.8166 | 27.22 | |
| -0.0625 | -3.59 | |
| 0.1107 | 4.43 | |
| -0.0606 | -3.62 | |
| 0.0004 | 0.02 | |
| 0.0214 | 1.27 |
Estimation Period:
Oct 5, 1995 to Jan 30, 2026
Oct 5, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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