Seoul Broadcasting System Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.06% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5205 | 5.22 | |
| 0.0664 | 6.22 | |
| 0.8825 | 40.73 | |
| -0.1456 | -1.37 | |
| 0.3391 | 2.31 | |
| -0.2566 | -2.31 | |
| 0.0182 | 0.16 | |
| 0.0962 | 0.92 | |
| -0.1494 | -1.68 | |
| 0.3114 | 4.01 | |
| -0.3682 | -3.96 | |
| 0.1979 | 1.61 | |
| -0.0586 | -0.46 |
Estimation Period:
May 25, 1999 to Feb 6, 2026
May 25, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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