Hankuk Paper MFG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.10% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0278 | 9.48 | |
| 0.1534 | 8.13 | |
| 0.7221 | 24.62 | |
| -0.0900 | -1.41 | |
| 0.0046 | 0.04 | |
| 0.2934 | 3.40 | |
| -0.3261 | -3.78 | |
| 0.1112 | 1.35 | |
| 0.0302 | 0.34 | |
| -0.1074 | -0.88 | |
| 0.1840 | 1.34 | |
| -0.1276 | -0.68 | |
| -0.1100 | -0.34 |
Estimation Period:
Jul 3, 1996 to Feb 13, 2026
Jul 3, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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