Ssab Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.89% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0769 | 6.12 | |
| 0.0574 | 3.51 | |
| 0.8179 | 13.04 | |
| 1.3169 | 2.26 | |
| -2.8702 | -2.90 | |
| 2.6480 | 3.68 | |
| -1.3476 | -2.65 | |
| 0.2838 | 0.68 | |
| -0.1016 | -0.26 | |
| 0.2154 | 0.43 | |
| -0.6062 | -1.00 | |
| 1.1213 | 1.92 | |
| -1.4214 | -2.09 |
Estimation Period:
Aug 1, 2014 to Feb 6, 2026
Aug 1, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities