Jeongmoon Information Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.98% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4068 | 4.29 | |
| 0.0985 | 6.21 | |
| 0.8716 | 47.92 | |
| -0.1286 | -0.70 | |
| 0.1352 | 0.42 | |
| -0.0080 | -0.03 | |
| 0.1592 | 0.69 | |
| -0.4393 | -1.69 | |
| 0.6838 | 2.54 | |
| -0.8388 | -3.32 | |
| 0.8009 | 1.87 | |
| -0.9092 | -1.07 |
Estimation Period:
Dec 7, 2005 to Feb 6, 2026
Dec 7, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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