TAEKYUNG BK Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.39% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4164 | 7.18 | |
| 0.1802 | 8.72 | |
| 0.7610 | 34.06 | |
| 0.0828 | 3.12 | |
| -0.1911 | -4.41 | |
| 0.1950 | 5.14 | |
| -0.1587 | -3.57 | |
| 0.1744 | 3.50 | |
| -0.1573 | -3.35 | |
| 0.0178 | 0.33 |
Estimation Period:
Jan 6, 1992 to Feb 6, 2026
Jan 6, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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