Yangjisa Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:40.65% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2883 | 2.76 | |
| 0.1434 | 4.36 | |
| 0.8394 | 21.95 | |
| -0.2843 | -1.13 | |
| 0.4899 | 1.33 | |
| -0.3201 | -1.60 | |
| 0.2547 | 1.13 | |
| -0.5353 | -1.18 | |
| 1.0102 | 1.60 | |
| -1.0998 | -2.10 | |
| 0.7478 | 2.41 | |
| -0.3863 | -1.57 | |
| -0.2016 | -0.61 |
Estimation Period:
Feb 8, 2001 to Feb 13, 2026
Feb 8, 2001 to Feb 13, 2026
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