Seoul Broadcasting System Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.38% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4339 | 4.92 | |
| 0.0662 | 6.18 | |
| 0.8823 | 40.57 | |
| -0.1644 | -1.53 | |
| 0.3621 | 2.45 | |
| -0.2645 | -2.40 | |
| 0.0246 | 0.22 | |
| 0.0916 | 0.88 | |
| -0.1459 | -1.64 | |
| 0.3083 | 3.98 | |
| -0.3680 | -3.99 | |
| 0.2002 | 1.66 | |
| -0.0598 | -0.48 |
Estimation Period:
May 25, 1999 to Feb 13, 2026
May 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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