Sbi Investment Korea Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.80% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4244 | 4.50 | |
| 0.1546 | 5.74 | |
| 0.7711 | 20.14 | |
| 0.1198 | 0.91 | |
| -0.2705 | -1.30 | |
| 0.3716 | 1.83 | |
| -0.4349 | -1.46 | |
| 0.3358 | 1.04 | |
| -0.1709 | -0.69 | |
| 0.1513 | 0.85 | |
| -0.2434 | -1.55 | |
| 0.1738 | 1.16 | |
| 0.0042 | 0.02 |
Estimation Period:
Jan 19, 2001 to Feb 13, 2026
Jan 19, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sbi Investment Korea Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities