Sbi Investment Korea Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.55% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3602 | 4.30 | |
| 0.1545 | 5.76 | |
| 0.7710 | 20.17 | |
| 0.0760 | 0.57 | |
| -0.1990 | -0.93 | |
| 0.3236 | 1.56 | |
| -0.4004 | -1.33 | |
| 0.3097 | 0.95 | |
| -0.1479 | -0.60 | |
| 0.1317 | 0.73 | |
| -0.2306 | -1.47 | |
| 0.1700 | 1.38 | |
| -0.0042 | -0.05 |
Estimation Period:
Jan 19, 2001 to Feb 13, 2026
Jan 19, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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