Samjin Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.50% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1008 | 3.70 | |
| 0.2808 | 5.31 | |
| 0.5270 | 8.43 | |
| -0.1559 | -0.76 | |
| 0.1043 | 0.36 | |
| 0.0584 | 0.34 | |
| 0.1100 | 0.60 | |
| -0.2362 | -0.99 | |
| 0.1068 | 0.44 | |
| 0.1542 | 0.71 | |
| -0.3694 | -1.30 | |
| 0.3777 | 1.61 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities