Chori Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.90% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5400 | 6.39 | |
| 0.1582 | 6.75 | |
| 0.6926 | 21.28 | |
| 0.0276 | 0.92 | |
| 0.0006 | 0.01 | |
| -0.0779 | -2.56 | |
| 0.0707 | 2.30 | |
| -0.0479 | -1.48 | |
| 0.0802 | 2.63 | |
| -0.0954 | -3.09 | |
| 0.0602 | 2.75 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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