Namyong Terminal PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.67% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9024 | 2.50 | |
| 0.0456 | 4.45 | |
| 0.9100 | 35.54 | |
| -0.5017 | -0.96 | |
| 0.8647 | 1.29 | |
| -0.8162 | -2.33 | |
| 1.2283 | 3.59 | |
| -1.5778 | -4.16 | |
| 1.2821 | 3.00 | |
| -0.5941 | -1.04 | |
| -0.6073 | -0.71 |
Estimation Period:
Nov 25, 2013 to Feb 6, 2026
Nov 25, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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