Samjin Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.37% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1019 | 5.33 | |
| 0.2798 | 5.06 | |
| 0.5326 | 8.15 | |
| -0.1277 | -2.80 | |
| 0.1933 | 2.65 | |
| -0.1103 | -1.75 | |
| 0.0792 | 1.23 | |
| -0.1301 | -1.18 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
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