Copus Korea Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:74.78% (+2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2597 | 3.25 | |
| 0.1832 | 2.49 | |
| 0.2601 | 1.39 | |
| -0.9648 | -0.22 | |
| -0.0152 | -0.00 | |
| 4.7365 | 1.35 | |
| -6.4930 | -2.42 | |
| 3.0636 | 1.19 | |
| -2.0267 | -0.53 | |
| 9.6277 | 1.74 | |
| -15.9710 | -2.96 | |
| 11.9622 | 2.60 | |
| -5.4515 | -1.62 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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