Korea NO 14 Special Purpose Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:75.36% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9860 | 2.85 | |
| 0.0397 | 0.62 | |
| 0.0000 | 0.00 | |
| -25.1005 | -0.33 | |
| 39.6034 | 0.36 | |
| 79.1485 | 0.97 | |
| -269.2262 | -2.78 | |
| 295.1194 | 3.10 | |
| -146.2801 | -2.57 |
Estimation Period:
Apr 29, 2025 to Feb 6, 2026
Apr 29, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Korea NO 14 Special Purpose Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities