Toebox Korea Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.13% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1837 | 3.58 | |
| 0.3718 | 5.25 | |
| 0.2806 | 3.40 | |
| 5.4472 | 10.43 | |
| -7.6580 | -8.15 | |
| 3.0480 | 2.02 | |
| -1.3672 | -1.06 | |
| 0.5608 | 0.52 | |
| -0.0529 | -0.05 | |
| -0.0671 | -0.07 | |
| 0.3601 | 0.50 | |
| 0.0407 | 0.06 | |
| -2.2622 | -1.36 |
Estimation Period:
May 13, 2015 to Feb 6, 2026
May 13, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Toebox Korea Ltd Analyses
Other Spline-GARCH Analyses on International Equities