Hanjung Natural Connectivity Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:77.14% (-5.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4885 | 0.06 | |
| 0.5118 | 0.01 | |
| 0.4881 | 0.01 | |
| 6.1304 | 0.02 | |
| -14.4793 | -0.04 | |
| 9.8775 | 0.08 | |
| 0.0074 | 0.00 | |
| -2.1235 | -0.04 | |
| 0.0205 | 0.00 | |
| 0.2683 | 0.01 | |
| 1.9299 | 0.09 | |
| -3.7252 | -0.41 | |
| 4.7421 | 0.26 |
Estimation Period:
Apr 5, 2017 to Feb 6, 2026
Apr 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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