Seoul Broadcasting System Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.82% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3921 | 4.83 | |
| 0.0650 | 6.33 | |
| 0.8891 | 44.06 | |
| -0.1918 | -1.74 | |
| 0.4025 | 2.64 | |
| -0.2835 | -2.43 | |
| 0.0309 | 0.26 | |
| 0.0969 | 0.89 | |
| -0.1644 | -1.77 | |
| 0.3450 | 4.19 | |
| -0.4342 | -4.07 | |
| 0.3307 | 1.86 | |
| -0.3832 | -1.44 |
Estimation Period:
May 25, 1999 to Jan 30, 2026
May 25, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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