Coreana Cosmetics Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.57% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9907 | 5.12 | |
| 0.1644 | 8.36 | |
| 0.7659 | 33.44 | |
| 0.0277 | 0.33 | |
| -0.0038 | -0.03 | |
| 0.0016 | 0.02 | |
| -0.0262 | -0.31 | |
| -0.0333 | -0.36 | |
| 0.0672 | 0.74 | |
| -0.1243 | -1.38 | |
| 0.2401 | 2.45 | |
| -0.2214 | -2.79 |
Estimation Period:
Dec 10, 1999 to Feb 6, 2026
Dec 10, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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