Ne Neungyule Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.99% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8446 | 4.52 | |
| 0.1486 | 8.15 | |
| 0.8183 | 44.30 | |
| 0.3502 | 2.75 | |
| -0.5164 | -2.39 | |
| 0.2043 | 1.20 | |
| 0.0464 | 0.34 | |
| -0.2230 | -1.70 | |
| 0.3541 | 2.86 | |
| -0.4459 | -4.40 | |
| 0.3196 | 4.57 |
Estimation Period:
Jul 4, 2003 to Feb 6, 2026
Jul 4, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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