Shinsegae Information & Communication Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.38% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9237 | 6.69 | |
| 0.0998 | 6.66 | |
| 0.8181 | 27.48 | |
| 0.0421 | 0.61 | |
| 0.0239 | 0.21 | |
| -0.1352 | -1.49 | |
| 0.1235 | 1.41 | |
| -0.0168 | -0.16 | |
| -0.0647 | -0.41 | |
| -0.0803 | -0.46 | |
| 0.4149 | 2.85 |
Estimation Period:
Nov 20, 2000 to Feb 6, 2026
Nov 20, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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