Seoul Information Service Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.18% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5487 | 6.69 | |
| 0.1921 | 6.69 | |
| 0.7208 | 20.02 | |
| -0.0165 | -1.07 | |
| 0.0578 | 2.36 | |
| -0.0758 | -3.80 | |
| 0.0347 | 1.33 |
Estimation Period:
Jan 25, 2001 to Feb 6, 2026
Jan 25, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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