Daehan Synthetic Fiber Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.27% (-3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1350 | 21.60 | |
| 0.1476 | 27.55 | |
| 0.8512 | 248.67 | |
| -0.0092 | -1.12 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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