Hankuk Paper MFG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.87% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0456 | 9.92 | |
| 0.1587 | 8.50 | |
| 0.7105 | 24.16 | |
| -0.1080 | -2.04 | |
| 0.0876 | 0.95 | |
| 0.1752 | 2.37 | |
| -0.3015 | -4.85 | |
| 0.2276 | 3.32 | |
| -0.1933 | -2.42 | |
| 0.2229 | 3.15 | |
| -0.1822 | -2.09 | |
| 0.1119 | 1.19 |
Estimation Period:
Jul 3, 1996 to Feb 6, 2026
Jul 3, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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