Hanyang Eng Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.18% (-4.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9259 | 6.16 | |
| 0.1198 | 8.39 | |
| 0.8326 | 47.76 | |
| -0.0306 | -2.66 | |
| 0.0464 | 2.65 | |
| -0.0309 | -1.84 |
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Sep 2, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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