Aekyung Industrial Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.08% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7338 | 5.25 | |
| 0.1455 | 4.79 | |
| 0.6712 | 9.85 | |
| 0.4937 | 1.23 | |
| -0.9724 | -1.59 | |
| 1.4173 | 2.91 | |
| -1.5941 | -2.60 | |
| 0.8866 | 1.29 | |
| -1.0583 | -1.35 |
Estimation Period:
Mar 22, 2018 to Feb 13, 2026
Mar 22, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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