Daechang Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.65% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8182 | 6.97 | |
| 0.1288 | 7.56 | |
| 0.7788 | 30.35 | |
| -0.0020 | -0.05 | |
| 0.0638 | 1.05 | |
| -0.1989 | -4.87 | |
| 0.2255 | 4.33 | |
| -0.0437 | -0.74 | |
| -0.1580 | -2.78 | |
| 0.1866 | 3.55 | |
| -0.0666 | -1.28 | |
| -0.0522 | -0.58 | |
| 0.0136 | 0.10 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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