Sae Dong Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.25% (+9.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7864 | 3.56 | |
| 0.1752 | 4.98 | |
| 0.6554 | 11.17 | |
| -0.0871 | -0.57 | |
| -0.0372 | -0.17 | |
| 0.3042 | 2.15 | |
| -0.3581 | -2.32 | |
| 0.3677 | 2.32 | |
| -0.2720 | -1.77 | |
| -0.1321 | -0.77 | |
| 0.6110 | 2.54 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
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