iMarketKorea Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.01% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9337 | 6.79 | |
| 0.1879 | 4.59 | |
| 0.6038 | 8.65 | |
| 0.1676 | 2.82 | |
| -0.2193 | -2.39 | |
| 0.0619 | 0.98 | |
| -0.1186 | -1.72 | |
| 0.2946 | 2.51 |
Estimation Period:
Jul 30, 2010 to Jan 30, 2026
Jul 30, 2010 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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