KIWOOM Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.21% (-3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0545 | 6.26 | |
| 0.0824 | 6.54 | |
| 0.8637 | 45.71 | |
| -0.0467 | -2.16 | |
| 0.0723 | 2.17 | |
| -0.0246 | -1.12 | |
| -0.0053 | -0.38 |
Estimation Period:
Apr 23, 2004 to Feb 6, 2026
Apr 23, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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