Samsung Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:53.13% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1340 | 6.60 | |
| 0.0634 | 8.62 | |
| 0.9165 | 95.47 | |
| 0.0719 | 4.14 | |
| -0.1338 | -4.97 | |
| 0.0825 | 4.09 | |
| -0.0215 | -1.08 | |
| 0.0137 | 0.72 | |
| -0.0201 | -1.41 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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