Sewon Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.75% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4504 | 4.87 | |
| 0.2311 | 2.25 | |
| 0.6350 | 4.98 | |
| 2.4295 | 1.65 | |
| -3.7021 | -1.48 | |
| 2.2730 | 1.39 | |
| -1.7264 | -1.64 | |
| 1.2264 | 1.25 | |
| -1.2736 | -1.67 | |
| 2.1019 | 2.81 | |
| -2.0267 | -2.73 |
Estimation Period:
Aug 22, 2016 to Feb 6, 2026
Aug 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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