Han Kook Capital Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.63% (+16.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4773 | 7.13 | |
| 0.2651 | 6.14 | |
| 0.6360 | 15.96 | |
| 0.1989 | 8.95 | |
| -0.3054 | -8.66 | |
| 0.1774 | 6.60 | |
| -0.1016 | -3.66 | |
| 0.0532 | 1.54 |
Estimation Period:
Jan 26, 2001 to Feb 6, 2026
Jan 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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