Samsung Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.31% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1489 | 6.72 | |
| 0.0631 | 8.47 | |
| 0.9168 | 95.28 | |
| 0.0740 | 4.29 | |
| -0.1367 | -5.10 | |
| 0.0827 | 4.11 | |
| -0.0177 | -0.87 | |
| 0.0027 | 0.12 | |
| 0.0094 | 0.25 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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