Namsun Aluminum Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:41.03% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7049 | 8.01 | |
| 0.1507 | 8.92 | |
| 0.7496 | 25.64 | |
| 0.0446 | 1.60 | |
| -0.0294 | -0.70 | |
| -0.0947 | -2.97 | |
| 0.1199 | 3.41 | |
| -0.0501 | -1.21 | |
| -0.0077 | -0.18 | |
| 0.0928 | 2.00 | |
| -0.1895 | -2.73 | |
| 0.2405 | 1.45 |
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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