Kyobo Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:72.75% (+14.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6800 | 5.13 | |
| 0.0945 | 7.27 | |
| 0.8609 | 46.15 | |
| -0.0837 | -1.21 | |
| 0.2577 | 2.49 | |
| -0.3850 | -5.08 | |
| 0.3658 | 4.61 | |
| -0.2145 | -2.41 | |
| 0.0538 | 0.65 | |
| 0.0001 | 0.00 | |
| 0.2366 | 2.20 |
Estimation Period:
Dec 13, 1999 to Feb 13, 2026
Dec 13, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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