TAEKYUNG BK Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.25% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4158 | 7.18 | |
| 0.1803 | 8.72 | |
| 0.7606 | 33.98 | |
| 0.0827 | 3.12 | |
| -0.1910 | -4.41 | |
| 0.1949 | 5.14 | |
| -0.1586 | -3.57 | |
| 0.1741 | 3.50 | |
| -0.1563 | -3.34 | |
| 0.0147 | 0.28 |
Estimation Period:
Jan 6, 1992 to Feb 13, 2026
Jan 6, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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