Sejoong Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.96% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5089 | 6.80 | |
| 0.1486 | 7.29 | |
| 0.6727 | 16.93 | |
| 0.0565 | 0.62 | |
| 0.0003 | 0.00 | |
| -0.2580 | -3.13 | |
| 0.4378 | 6.01 | |
| -0.4064 | -4.43 | |
| 0.2822 | 2.52 | |
| -0.1253 | -0.94 | |
| -0.0192 | -0.14 | |
| -0.0159 | -0.12 | |
| 0.1072 | 1.07 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
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