Korea NO 14 Special Purpose Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.10% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9885 | 2.85 | |
| 0.0405 | 0.63 | |
| 0.0000 | 0.00 | |
| -24.0137 | -0.31 | |
| 37.2733 | 0.34 | |
| 82.9554 | 1.00 | |
| -277.6907 | -2.77 | |
| 315.1085 | 2.91 | |
| -195.3238 | -1.91 |
Estimation Period:
Apr 29, 2025 to Feb 6, 2026
Apr 29, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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